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Property / author: José Juan Quesada-Molina / rank
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Property / author: Carlo Sempi / rank
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Property / reviewed by: Arak M. Mathai / rank
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Property / author
 
Property / author: José Juan Quesada-Molina / rank
 
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Property / author: Carlo Sempi / rank
 
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Property / reviewed by: Arak M. Mathai / rank
 
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Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2005.01.007 / rank
 
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Property / OpenAlex ID: W2015043180 / rank
 
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Property / cites work
 
Property / cites work: On the characterization of a class of binary operations on distribution functions / rank
 
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Property / cites work: MAXIMUM AND MINIMUM EXTENSIONS OF FINITE SUBCOPULAS / rank
 
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Property / cites work: A characterization of quasi-copulas / rank
 
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Latest revision as of 16:02, 10 June 2024

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Discrete quasi-copulas
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    Discrete quasi-copulas (English)
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    29 September 2005
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    The authors extend the theory of quasi-copulas to the bivariate discrete case and study various properties. A method of constructing quasi-copulas in the discrete case is also given. The method is illustrated by examples. A function \(C(x, y)\) is said to be a copula if it satisfies the conditions (a) \(C(0, x)= C(x, 0)= 0\) and \(C(1, x)= C(x, 1)= x\) for all \(x\) on a unit interval, and (b) \(C(x',y')+ C(x,y)\geq C(x',y)+ C(x, y')\) where \(x\), \(x'\), \(y\), \(y\)' are points on a unit interval with \(x\leq x'\) and \(y\leq y'\). If at least one of \(x\), \(x'\), \(y\), \(y'\) is either \(0\) or \(1\), then the copula is called a quasi-copula. The copulas arise in statistical theory when one wishes to represent a joint distribution function \(H(x, y)\) of two random variables \(x\) and \(y\) as \(H(x, y)= C(F(x), G(y))\) where \(F(x)\) and \(G(y)\) are the marginal distribution functions of \(x\) and \(y\), respectively.
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    bivariate copulas
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    discrete copulas
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