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Some New Properties of Quasi-Copulas

In: Distributions With Given Marginals and Statistical Modelling

Author

Listed:
  • Roger B. Nelsen

    (Lewis & Clark College, Department of Mathematical Sciences)

  • José Juan Quesada-Molina

    (Universidad de Granada, Departamento de Matemática Aplicada)

  • José Antonio Rodríguez-Lallena

    (Universidad de Almería, Departamento de Estadística y Matemática Aplicada)

  • Manuel Úbeda-Flores

    (Universidad de Almería, Departamento de Estadística y Matemática Aplicada)

Abstract

Abstract The notion of a quasi-copula was introduced by Alsina et al. (1993) to characterize operations on distribution functions that can or cannot be derived from operations on random variables. Genest et al. (1999) characterize the quasi-copula concept in simpler operational terms. We present a new simple characterization and some properties of these functions, all of them concerning the mass distribution of a quasi-copula. We show that the features of this mass distribution can be quite different from that of a copula.

Suggested Citation

  • Roger B. Nelsen & José Juan Quesada-Molina & José Antonio Rodríguez-Lallena & Manuel Úbeda-Flores, 2002. "Some New Properties of Quasi-Copulas," Springer Books, in: Carles M. Cuadras & Josep Fortiana & José A. Rodriguez-Lallena (ed.), Distributions With Given Marginals and Statistical Modelling, pages 187-194, Springer.
    • Handle: RePEc:spr:sprchp:978-94-017-0061-0_20
    DOI: 10.1007/978-94-017-0061-0_20
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