Quasi-copulas as linear combinations of copulas
Statistics Theory
2023-12-18 v1 Probability
Statistics Theory
Abstract
We prove that every quasi-copula can be written as a uniformly converging infinite sum of multiples of copulas. Furthermore, we characterize those quasi-copulas which can be written as a finite sum of multiples of copulas, i.e., that are a linear combination of two copulas. This generalizes a recent result of Fern\'{a}ndez-S\'{a}nchez, Quesada-Molina, and \'{U}beda-Flores who considered linear combinations of discrete copulas.
Cite
@article{arxiv.2311.03870,
title = {Quasi-copulas as linear combinations of copulas},
author = {Gregor Dolinar and Bojan Kuzma and Nik Stopar},
journal= {arXiv preprint arXiv:2311.03870},
year = {2023}
}
Comments
21 pages