Bivariate measure-inducing quasi-copulas
Statistics Theory
2024-04-09 v1 Probability
Statistics Theory
Abstract
It is well known that every bivariate copula induces a positive measure on the Borel -algebra on , but there exist bivariate quasi-copulas that do not induce a signed measure on the same -algebra. In this paper we show that a signed measure induced by a bivariate quasi-copula can always be expressed as an infinite combination of measures induced by copulas. With this we are able to give the first characterization of measure-inducing quasi-copulas in the bivariate setting.
Keywords
Cite
@article{arxiv.2404.04560,
title = {Bivariate measure-inducing quasi-copulas},
author = {Nik Stopar},
journal= {arXiv preprint arXiv:2404.04560},
year = {2024}
}
Comments
24 pages, 2 figures