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Baire category results for quasi–copulas

Author

Listed:
  • Durante Fabrizio

    (Faculty of Economics and Management, Free University of Bozen-Bolzano, Bolzano, Italy)

  • Fernández-Sánchez Juan

    (Grupo de Investigación de Análisis Matemático, Universidad de Almería, La Cañada de San Urbano, Almería, Spain)

  • Trutschnig Wolfgang

    (Department for Mathematics, University of Salzburg, Salzburg, Austria)

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.

Suggested Citation

  • Durante Fabrizio & Fernández-Sánchez Juan & Trutschnig Wolfgang, 2016. "Baire category results for quasi–copulas," Dependence Modeling, De Gruyter, vol. 4(1), pages 1-9, October.
    • Handle: RePEc:vrs:demode:v:4:y:2016:i:1:p:9:n:12
    DOI: 10.1515/demo-2016-0012
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