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Baire category results for quasi–copulas

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Durante F., Fernández-Sánchez J., Trutschnig W.

Dependence Modeling

2016

tom 4

nr 1

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.

Ograniczanie wyników

1 Dependence Modeling

1 Durante F.

1 Fernández-Sánchez J.

1 Trutschnig W.

1 2016

Wyniki wyszukiwania

Baire category results for quasi–copulas