A Characterization of Quasi-copulas

Journal of Multivariate Analysis

Volumn 69, Issue 2, 1999, Pages 193-205

  Genest, C ^a   Quesada Molina, J J ^b   Rodriguez Lallena J A ^c   Sempi, C ^d  

^a UNIVERSITÉ LAVAL   (Canada)

^b UNIVERSITY OF GRANADA   (Spain)

^c UNIVERSITY OF ALMERÍA   (Spain)

^d UNIVERSITY OF SALENTO   (Italy)

Author keywords

Copula; Fr chet bounds; Lipschitz condition; Quasi copula

Indexed keywords

EID: 0038244644     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmva.1998.1809     Document Type: Article

References (8)

1. C. Alsina, R. B. Nelsen and B. Schweizer, On the characterization of a class of binary operations on distribution functions, Statist. Probab. Lett. 17 (1993), 85-89.
2. P. Billingsley, "Probability and Measure," 3rd ed., John Wiley, New York, 1995.
3. G. A. Fredricks and R. B. Nelsen, Copulas constructed from diagonal sections, in "Distributions with Given Marginals and Moment Problems" (V. Beneš and J. Štěpán, Eds.), pp. 129-136, Kluwer, Dordrecht, 1997.
4. H. Joe, "Multivariate Models and Dependence Concepts," Chapman and Hall, London, 1997.
5. R. B. Nelsen, J. J. Quesada Molina, B. Schweizer, and C. Sempi, Derivability of some operations on distribution functions, in "Distributions with Fixed Marginals and Related Topics" (L. Rüschendorf, B. Schweizer, M. D. Taylor, Eds.), IMS Lecture Notes -Monograph Series Number 28, pp. 233-243, Hayward, CA, 1996.
6. J. A. Rodriguez Lallena, "Estudio de la compatibilidad y diseño de nuevas familias en la teoría de copulas. Aplicaciones," Doctoral dissertation, Universidad de Granada, Spain, 1993. [Published in electronic form in 1996 by El Servicio de Publicaciones de la Universidad de Almería]
7. B. Schweizer and A. Sklar, "Probabilistic Metric Spaces," North-Holland, Amsterdam, 1983.
8. A. Sklar, Fonctions de répartition à n dimensions et leurs marges, Publ. Inst. Statist. Univ. Paris 8 (1959), 229-231.