| Naslov: | Bivariate measure-inducing quasi-copulas |
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| Avtorji: | ID Stopar, Nik (Avtor) |
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| Datoteke: |  PDF - Predstavitvena datoteka, prenos (679,10 KB)
MD5: 11A42EC0723449FDBD6830C8E30E4E3A
 URL - Izvorni URL, za dostop obiščite https://www.sciencedirect.com/science/article/pii/S0165011424002148
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| Jezik: | Angleški jezik |
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| Tipologija: | 1.01 - Izvirni znanstveni članek |
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| Organizacija: |  IMFM - Inštitut za matematiko, fiziko in mehaniko
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| Povzetek: | It is well known that every bivariate copula induces a positive measure on the Borel $\sigma$-algebra on $[0,1]^2$, but there exist bivariate quasi-copulas that do not induce a signed measure on the same $\sigma$-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. |
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| Ključne besede: | quasi-copulas, copula, signed measure, total variation norm, infinite series |
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| Status publikacije: | Objavljeno |
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| Verzija publikacije: | Objavljena publikacija |
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| Datum objave: | 01.09.2024 |
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| Leto izida: | 2024 |
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| Št. strani: | 20 str. |
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| Številčenje: | Vol. 492, [article no.] 109068 |
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| PID: | 20.500.12556/DiRROS-20457  |
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| UDK: | 519.2 |
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| ISSN pri članku: | 0165-0114 |
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| DOI: | 10.1016/j.fss.2024.109068 |
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| COBISS.SI-ID: | 201999875 |
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| Datum objave v DiRROS: | 19.09.2024 |
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| Število ogledov: | 756 |
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| Število prenosov: | 418 |
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| Metapodatki: |    |
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