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Kybernetika 44(6):879-890, 2008.

Quasi-Copulas with Quadratic Sections in One Variable

José Antonio Rodríguez-Lallena and Manuel Úbeda-Flores


Abstract:

We introduce and characterize the class of multivariate quasi-copulas with quadratic sections in one variable. We also present and analyze examples to illustrate our results.


Keywords: 1-Lipschitz condition; copula; quasi-copula; quadratic sections;


AMS: 60E05; 26B99;


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BIB TeX

@article{kyb:2008:6:879-890,

author = {Rodr\'{\i}guez--Lallena, Jos\'{e} Antonio and \'{U}beda-Flores, Manuel },

title = {Quasi-Copulas with Quadratic Sections in One Variable},

journal = {Kybernetika},

volume = {44},

year = {2008},

number = {6},

pages = {879-890}

publisher = {{\'U}TIA, AV {\v C}R, Prague },

}


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