Multivariate Archimedean Quasi-Copulas

Roger B. Nelsen, José Juan Quesada-Molina, José Antonio Rodríguez-Lallena and Manuel Úbeda-Flores
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Roger B. Nelsen: Lewis & Clark College, Department of Mathematical Sciences
José Juan Quesada-Molina: Universidad de Granada, Departamento de Matemática Aplicada
José Antonio Rodríguez-Lallena: Universidad de Almería, Departamento de Estadística y Matemática Aplicada
Manuel Úbeda-Flores: Universidad de Almería, Departamento de Estadística y Matemática Aplicada

A chapter in Distributions With Given Marginals and Statistical Modelling, 2002, pp 179-185 from Springer

Abstract: Abstract Abstract In this paper we define and study basic properties of multivariate Archimedean quasi-copulas. In particular, we examine properties concerning generators, diagonal sections, permutation symmetry, level sets and order.

Keywords: Archimedean quasi-copulas; Quasi-copulas; Lipschitz condition; 62H05; 60E05 (search for similar items in EconPapers)
Date: 2002
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-94-017-0061-0_19

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DOI: 10.1007/978-94-017-0061-0_19

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