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.
@article{bwmeta1.element.doi-10_1515_demo-2016-0012,
author = {Fabrizio Durante and Juan Fern\'andez-S\'anchez and Wolfgang Trutschnig},
title = {Baire category results for quasi--copulas},
journal = {Dependence Modeling},
volume = {4},
year = {2016},
zbl = {06639988},
language = {en},
url = {http://dml.mathdoc.fr/item/bwmeta1.element.doi-10_1515_demo-2016-0012}
}
Fabrizio Durante; Juan Fernández-Sánchez; Wolfgang Trutschnig. Baire category results for quasi–copulas. Dependence Modeling, Tome 4 (2016) . http://gdmltest.u-ga.fr/item/bwmeta1.element.doi-10_1515_demo-2016-0012/