Baire category results for quasi–copulas

Durante Fabrizio, Fernández-Sánchez Juan and Trutschnig Wolfgang
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Durante Fabrizio: Faculty of Economics and Management, Free University of Bozen-Bolzano, Bolzano, Italy
Fernández-Sánchez Juan: Grupo de Investigación de Análisis Matemático, Universidad de Almería, La Cañada de San Urbano, Almería, Spain
Trutschnig Wolfgang: Department for Mathematics, University of Salzburg, Salzburg, Austria

Dependence Modeling, 2016, vol. 4, issue 1, 9

Abstract: The aim of this manuscript is to determine the relative size of several functions (copulas, quasi– copulas) that are commonly used in stochastic modeling. It is shown that the class of all quasi–copulas that are (locally) associated to a doubly stochastic signed measure is a set of first category in the class of all quasi– copulas. Moreover, it is proved that copulas are nowhere dense in the class of quasi-copulas. The results are obtained via a checkerboard approximation of quasi–copulas.

Keywords: copulas; quasi–copulas; signed measures; Baire category (search for similar items in EconPapers)
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:vrs:demode:v:4:y:2016:i:1:p:9:n:12

DOI: 10.1515/demo-2016-0012

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