Bivariate measure-inducing quasi-copulas
arxiv(2024)
摘要
It is well known that every bivariate copula induces a positive measure on
the Borel σ-algebra on [0,1]^2, but there exist bivariate
quasi-copulas that do not induce a signed measure on the same σ-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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