Some New Properties of 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 187-194 from Springer

Abstract: Abstract Abstract The notion of a quasi-copula was introduced by Alsina et al. (1993) to characterize operations on distribution functions that can or cannot be derived from operations on random variables. Genest et al. (1999) characterize the quasi-copula concept in simpler operational terms. We present a new simple characterization and some properties of these functions, all of them concerning the mass distribution of a quasi-copula. We show that the features of this mass distribution can be quite different from that of a copula.

Keywords: Quasi-copulas; Lipschitz condition; Copulas; 60E05; 62E17; 62H05 (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_20

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DOI: 10.1007/978-94-017-0061-0_20

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