| Title: | Bivariate measure-inducing quasi-copulas |
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| Authors: | ID Stopar, Nik (Author) |
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| Files: |  PDF - Presentation file, download (679,10 KB)
MD5: 11A42EC0723449FDBD6830C8E30E4E3A
 URL - Source URL, visit https://www.sciencedirect.com/science/article/pii/S0165011424002148
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| Language: | English |
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| Typology: | 1.01 - Original Scientific Article |
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| Organization: |  IMFM - Institute of Mathematics, Physics, and Mechanics
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| Abstract: | 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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| Keywords: | quasi-copulas, copula, signed measure, total variation norm, infinite series |
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| Publication status: | Published |
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| Publication version: | Version of Record |
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| Publication date: | 01.09.2024 |
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| Year of publishing: | 2024 |
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| Number of pages: | 20 str. |
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| Numbering: | Vol. 492, [article no.] 109068 |
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| PID: | 20.500.12556/DiRROS-20457  |
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| UDC: | 519.2 |
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| ISSN on article: | 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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| Publication date in DiRROS: | 19.09.2024 |
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| Views: | 188 |
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| Downloads: | 100 |
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