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Start Over Descriptor "Signed measure" Topic copula
2 results on '"Signed measure"'

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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2. Quasi-copulas and signed measures

Author

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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