Quasi-copulas as linear combinations of copulas
arXiv:2311.03870 · doi:10.1016/j.fss.2023.108821
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 Fernández-Sánchez, Quesada-Molina, and Úbeda-Flores who considered linear combinations of discrete copulas.
21 pages