1. Quasi-copulas and signed measures
- Author
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Nelsen, Roger B., Quesada-Molina, José Juan, Rodríguez-Lallena, José Antonio, and Úbeda-Flores, Manuel
- Subjects
- *
MULTIVARIATE analysis , *STOCHASTIC analysis , *FUZZY measure theory , *COPULA functions , *SIGNED numbers , *PROBABILITY measures - Abstract
Abstract: We study the relationship between multivariate quasi-copulas and measures that they may or may not induce on . We first study the mass distribution of the pointwise best possible lower bound for the set of n-quasi-copulas for . As a consequence, we show that not every n-quasi-copula induces a signed measure on . [Copyright &y& Elsevier]
- Published
- 2010
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