A characterization of quasi-copulas
type: Item
instance of: scholarly article
title: A characterization of quasi-copulas
zbMATH Open document ID: 0935.62059
author: Carlo Sempi
author: Christian Genest
author: José Juan Quesada-Molina
author: José Antonio Rodríguez-Lallena
published in: Journal of Multivariate Analysis
publication date: 1999-10-05T00:00:00Z
review text: A function \(Q:[0,1]^2\to[0,1]\) is a quasi-copula if and only if it satisfies the three following conditions: (i) \(Q(0,x)=Q(x,0)=0\), \(Q(x,1)=Q(1,x)=x\), \(x\in[0,1]\); (ii) \(Q(x,y)\) is non-decreasing in each of its arguments; (iii) \(Q\) satisfies a Lipschitz condition. The quasi-copula is comprised between the Fréchet bounds. The distinction between copulas and proper quasi-copulas is studied. Absolutely continuous quasi-copulas are not necessarily copulas.
Mathematics Subject Classification ID: 62H05
Mathematics Subject Classification ID: 60E05
zbMATH DE Number: 1310064
zbMATH Keywords: uniform marginals Frechet bounds
zbMATH Keywords: Lipschitz condition
zbMATH Keywords: copulas
zbMATH Keywords: quasi-copulas
reviewed by: Pavel Froněk
MaRDI profile type: Publication
full work available at URL: jmva.1998.1809
OpenAlex ID: W2051270173
cites work: On the characterization of a class of binary operations on distribution functions
cites work: Q4836494
cites work: Q4395391
cites work: Q4382161
cites work: Q3336431
cites work: Q3281461
DOI: 10.1006/JMVA.1998.1809
Recommended article: Some new characterizations and properties of quasi-copulas
Recommended article: Q3610724
Recommended article: Q5386486
Recommended article: A generalization of quasi-homogenous copulas
Recommended article: Q3183807
Recommended article: Q5692485
Recommended article: A functional for copulas and quasi-copulas
Recommended article: Q5386466
Recommended article: Q3157519
description: scientific article; zbMATH DE number 1310064