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arXiv · 2311.03870

Quasi-copulas as linear combinations of copulas

Gregor Dolinar·Bojan Kuzma·Nik Stopar
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Abstract

We prove that every quasi-copula can be written as a uniformly converging infinite sum of multiples of copulas. Furthermore, we characterize those quasi-copulas which can be written as a finite sum of multiples of copulas, i.e., that are a linear combination of two copulas. This generalizes a recent result of Fern\'{a}ndez-S\'{a}nchez, Quesada-Molina, and \'{U}beda-Flores who considered linear combinations of discrete copulas.

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Gregor Dolinar, Bojan Kuzma, Nik Stopar. 2023-11-07. Quasi-copulas as linear combinations of copulas. https://doi.org/10.1016/j.fss.2023.108821

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