English

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 σ\sigma-algebra on [0,1]2[0,1]^2, but there exist bivariate quasi-copulas that do not induce a signed measure on the same σ\sigma-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

R2 v1 2026-06-28T15:45:50.472Z