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arXiv · 2404.04560

Bivariate measure-inducing quasi-copulas

Nik Stopar
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Abstract

It is well known that every bivariate copula induces a positive measure on the Borel $\sigma$-algebra on $[0,1]^2$, but there exist bivariate quasi-copulas that do not induce a signed measure on the same $\sigma$-algebra. In this paper we show that a signed measure induced by a bivariate quasi-copula can always be expressed as an infinite combination of measures induced by copulas. With this we are able to give the first characterization of measure-inducing quasi-copulas in the bivariate setting.

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Nik Stopar. 2024-04-06. Bivariate measure-inducing quasi-copulas. https://arxiv.org/abs/2404.04560

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