Descriptor: "Signed measure" / Topic: copula and stochastic processes - Searchworks@Jio Institute Digital Library Search Results

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Start Over Descriptor "Signed measure" Topic copula Topic stochastic processes

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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