Quasi-copulas and signed measures

We study the relationship between multivariate quasi-copulas and measures that they may or may not induce on [0, 1]n. We first study the mass distribution of the pointwise best possible lower bound for the set of n-quasi-copulas for n ≥ 3. As a consequence, we show that not every n-quasi-copula induces a signed measure on [0, 1]n. © 2010 Elsevier B.V. All rights reserved.

• Type: Journal
• Year: 2010
• Where: FSS
• Authors: Roger B. Nelsen, José Juan Quesada-Molina, José Antonio Rodríguez-Lallena, Manuel Úbeda-Flores
• Keywords: FSS 2010, Mass Distribution, Multivariate Quasi-copulas, Possible Lower Bound