an:05274698
Zbl 1135.62339
Nelsen, Roger B.; Quesada-Molina, Jos?? Juan; Rodr??guez-Lallena, Jos?? Antonio; ??beda-Flores, Manuel
Some new properties of quasi-copulas
EN
Cuadras, Carles M. (ed.) et al., Distributions with given marginals and statistical modelling. Papers presented at the meeting, Barcelona, Spain, July 17--20, 2000. Dordrecht: Kluwer Academic Publishers (ISBN 1-4020-0914-3/hbk). 187-194 (2002).
2002
a
62H05 60E05 62E17
Lipschitz condition
Summary: The notion of a quasi-copula was introduced by \textit{C. Alsina} et al. [Stat. Probab. Lett. 17, No. 2, 85--89 (1993; Zbl 0798.60023)] to characterize operations on distribution functions that can or cannot be derived from operations on random variables. \textit{C. Genest} et al. [J. Multivariate Anal. 69, No. 2, 193--205 (1999; Zbl 0935.62059)] 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 quasi-copulas. We show that the features of this mass distribution can be quite different from that of a copula.
For the entire collection see [Zbl 1054.62002].
Zbl 0798.60023; Zbl 0935.62059