Baire category results for quasi–copulas

Fabrizio Durante, Juan Fernández-Sánchez, and Wolfgang Trutschnig. "Baire category results for quasi–copulas." Dependence Modeling 4.1 (2016): 215-223, electronic only. <http://eudml.org/doc/287084>.

@article{FabrizioDurante2016,
abstract = {The aim of this manuscript is to determine the relative size of several functions (copulas, quasi– copulas) that are commonly used in stochastic modeling. It is shown that the class of all quasi–copulas that are (locally) associated to a doubly stochastic signed measure is a set of first category in the class of all quasi– copulas. Moreover, it is proved that copulas are nowhere dense in the class of quasi-copulas. The results are obtained via a checkerboard approximation of quasi–copulas.},
author = {Fabrizio Durante, Juan Fernández-Sánchez, Wolfgang Trutschnig},
journal = {Dependence Modeling},
keywords = {copulas; quasi–copulas; signed measures; Baire category; quasi-copulas},
language = {eng},
number = {1},
pages = {215-223, electronic only},
title = {Baire category results for quasi–copulas},
url = {http://eudml.org/doc/287084},
volume = {4},
year = {2016},
}

TY - JOUR
AU - Fabrizio Durante
AU - Juan Fernández-Sánchez
AU - Wolfgang Trutschnig
TI - Baire category results for quasi–copulas
JO - Dependence Modeling
PY - 2016
VL - 4
IS - 1
SP - 215
EP - 223, electronic only
AB - The aim of this manuscript is to determine the relative size of several functions (copulas, quasi– copulas) that are commonly used in stochastic modeling. It is shown that the class of all quasi–copulas that are (locally) associated to a doubly stochastic signed measure is a set of first category in the class of all quasi– copulas. Moreover, it is proved that copulas are nowhere dense in the class of quasi-copulas. The results are obtained via a checkerboard approximation of quasi–copulas.
LA - eng
KW - copulas; quasi–copulas; signed measures; Baire category; quasi-copulas
UR - http://eudml.org/doc/287084
ER -