Baire category results for quasi–copulas

• Autorzy: Fabrizio Durante , Juan Fernández-Sánchez , Wolfgang Trutschnig
• Języki publikacji: EN

Abstrakty

EN

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.

Słowa kluczowe

EN

copulas; quasi–copulas; signed measures; Baire category

• Wydawca: De Gruyter Open
• Czasopismo: Dependence Modeling
• Rocznik: 2016
• Tom: 4
• Numer: 1

Daty

otrzymano

2016-07-04

zaakceptowano

2016-08-11

online

2016-10-07

Twórcy

autor

Fabrizio Durante

• Faculty of Economics and Management, Free University of Bozen-Bolzano, Bolzano, Italy

autor

Juan Fernández-Sánchez

• Grupo de Investigación de Análisis Matemático, Universidad de Almería, La Cañada de San Urbano, Almería, Spain

autor

Wolfgang Trutschnig

• Department for Mathematics, University of Salzburg, Salzburg, Austria

Identyfikatory

DOI

10.1515/demo-2016-0012