A characterization of quasi-copulas

Citation
C. Genest et al., A characterization of quasi-copulas, J MULT ANAL, 69(2), 1999, pp. 193-205
Citations number
8
Categorie Soggetti
Mathematics
Journal title
JOURNAL OF MULTIVARIATE ANALYSIS
ISSN journal
0047259X → ACNP
Volume
69
Issue
2
Year of publication
1999
Pages
193 - 205
Database
ISI
SICI code
0047-259X(199905)69:2<193:ACOQ>2.0.ZU;2-F
Abstract
The notion of quasi-copula was introduced by C. Alsina, R. B. Nelsen, and B . Schweizer (Statist. Probab. Lett. (1993), 85-89) and was used by these au thors and others to characterize operations on distribution functions that can or cannot be derived From operations on random variables. In this paper , the concept of quasi-copula is characterized in simpler operational terms and the result is used to show that absolutely continuous quasi-copulas ar e not necessarily copulas, thereby answering in the negative an open questi on of the above mentioned authors. (C) 1999 Academic Press. AMS 1991 subjec t classifications: 60E05, 62H05.