A Characterization of Quasi-copulas

C. Genest, J. J. Quesada Molina, J. A. Rodriguez Lallena and C. Sempi

Journal of Multivariate Analysis, 1999, vol. 69, issue 2, 193-205

Abstract: 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.

Keywords: copula; Frechet; bounds; Lipschitz; condition; quasi-copula (search for similar items in EconPapers)
Date: 1999
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Citations: View citations in EconPapers (21)

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