1. Bivariate measure-inducing quasi-copulas.
- Author
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Stopar, Nik
- Subjects
- *
INFINITE series (Mathematics) - Abstract
It is well known that every bivariate copula induces a positive measure on the Borel σ -algebra on [ 0 , 1 ] 2 , but there exist bivariate quasi-copulas that do not induce a signed measure on the same σ -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. [ABSTRACT FROM AUTHOR]
- Published
- 2024
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