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Quasi–copulas: a brief survey

In: Copulas and Dependence Models with Applications

Author

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  • Carlo Sempi

    (Università del Salento, Dipartimento di Matematica e Fisica “Ennio De Giorgi”)

Abstract

This article is a survey of quasi–copulas. The genesis, the history and the properties of quasi–copulas are presented, with special emphasis on their characterisation and on recent results. The presentation will also highlight the key part played by Roger Nelsen in all stages of the development of the theory.

Suggested Citation

  • Carlo Sempi, 2017. "Quasi–copulas: a brief survey," Springer Books, in: Manuel Úbeda Flores & Enrique de Amo Artero & Fabrizio Durante & Juan Fernández Sánchez (ed.), Copulas and Dependence Models with Applications, chapter 0, pages 203-224, Springer.
    • Handle: RePEc:spr:sprchp:978-3-319-64221-5_13
    DOI: 10.1007/978-3-319-64221-5_13
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