Baire category results for quasi–copulas
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...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
De Gruyter
2016-10-01
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| Series: | Dependence Modeling |
| Subjects: | |
| Online Access: | https://doi.org/10.1515/demo-2016-0012 |
| Summary: | 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. |
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| ISSN: | 2300-2298 |