A characterization of quasi-copulas

被引：180

作者：

Genest, C ^{[1
]}

Molina, JJQ

Lallena, JAR

Sempi, C

机构：

[1] Univ Laval, Dept Math & Stat, St Foy, PQ G1K 7P4, Canada

[2] Univ Granada, Dept Matemat Aplicada, E-18071 Granada, Spain

[3] Univ Almeria, Dept Estad & Matemat Aplicada, Almeria 04120, Spain

[4] Univ Lecce, Dipartimento Matemat Ennio De Giorgi, I-73100 Lecce, Italy

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 1999年 / 69卷 / 02期

基金：

加拿大自然科学与工程研究理事会;

关键词：

copula; Frechet bounds; Lipschitz condition; quasi-copula;

D O I：

10.1006/jmva.1998.1809

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 [统计学]; 070103 [概率论与数理统计]; 0714 [统计学];

摘要：

The notion of quasi-copula was introduced by C. Alsina, R. B. Nelsen, and B. Schweizer (Statist. Probab. Lett. (1993), 85-89) and was used by these authors and others to characterize operations on distribution functions that can or cannot be derived From operations on random variables. In this paper, the concept of quasi-copula is characterized in simpler operational terms and the result is used to show that absolutely continuous quasi-copulas are not necessarily copulas, thereby answering in the negative an open question of the above mentioned authors. (C) 1999 Academic Press. AMS 1991 subject classifications: 60E05, 62H05.

引用

页码：193 / 205

页数：13

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