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Baire category results for quasi–copulas

Baire category results for quasi–copulas AbstractThe 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 thatare (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 areobtained via a checkerboard approximation of quasi–copulas. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Dependence Modeling de Gruyter

Baire category results for quasi–copulas

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Publisher
de Gruyter
Copyright
© 2016 Fabrizio Durante et al.
ISSN
2300-2298
eISSN
2300-2298
DOI
10.1515/demo-2016-0012
Publisher site
See Article on Publisher Site

Abstract

AbstractThe 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 thatare (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 areobtained via a checkerboard approximation of quasi–copulas.

Journal

Dependence Modeling – de Gruyter

Published: Oct 7, 2016

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