Baire category results for quasi-copulas

被引：14

作者：

Durante, Fabrizio ^{[1
]}

Fernandez-Sanchez, Juan ^{[2
]}

Trutschnig, Wolfgang ^{[3
]}

机构：

[1] Free Univ Bozen Bolzano, Fac Econ & Management, Bolzano, Italy

[2] Univ Almeria, Grp Invest Anal Matemat, La Canada De San Urbano, Almeria, Spain

[3] Salzburg Univ, Dept Math, Salzburg, Austria

来源：

DEPENDENCE MODELING | 2016年 / 4卷 / 01期

关键词：

copulas; quasi-copulas; signed measures; Baire category;

D O I：

10.1515/demo-2016-0012

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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.

引用

页码：215 / 223

页数：9

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