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1. Bivariate quasi-copulas and doubly stochastic signed measures

Author

Fernández-Sánchez, Juan, Rodríguez-Lallena, José Antonio, and Úbeda-Flores, Manuel

Subjects
*COPULA functions, *MEASURE theory, *MATRICES (Mathematics), *MATHEMATICAL transformations, *STOCHASTIC processes, *MATHEMATICAL variables, *STOCHASTIC analysis
Abstract

Abstract: We show that there exist bivariate proper quasi-copulas that do not induce a doubly stochastic signed measure on . We construct these quasi-copulas from the so-called proper quasi-transformation square matrices. [Copyright &y& Elsevier]

Published
2011
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