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多元拟连接函数的刻画
引用本文:沈银芳.多元拟连接函数的刻画[J].浙江大学学报(理学版),2007,34(2):143-147.
作者姓名:沈银芳
作者单位:华东师范大学,统计系,上海,200062;浙江财经学院,数学与统计学院,浙江,杭州,310018
基金项目:国家自然科学基金资助项目(101016).
摘    要:CENEST等曾给出二元拟连接函数的两个等价刻画,同时提出一问题:引理可否推广到高维?本文回答了这一问题,证明了引理在高维时也是成立的;并指出其中一个刻画可以推广到多元,作为多元拟连接函数的刻画,而另一个刻画在高维时不成立;最后进一步得到多元线性拟连接函数概念,它是多元拟连接函数的推广.

关 键 词:连接函数  拟连接函数  线性拟连接函数  利普希兹条件
文章编号:1008-9497(2007)02-143-05
修稿时间:2005-06-10

Characterizations of multivariate quasi-copulas
SHEN Yin-fang.Characterizations of multivariate quasi-copulas[J].Journal of Zhejiang University(Sciences Edition),2007,34(2):143-147.
Authors:SHEN Yin-fang
Institution:1. Department of Statistics, East China Normal University, Shanghai 200062, China ; 2. Institute of Mathematics and Statistics, Zhejiang University of Finance and Economics, Hangzhou 310018, China
Abstract:Genest et al gave two characterizations of 2quasi-copulas,and there is an open problem that how the proof of lemma could be generalized to characterize quasi-copulas in high dimensions.The proof of lemma in high dimensions is given and one characterization of 2-quasi-copulas can be generalized to high dimensions.That's to say,it may be used as a characterization of m-quasi-copulas,however,the other characterization does not hold true in the multivariate case.Futhermore,the concept of multivariate linear quasi-copulas is produced,which is the generalization of m-quasi-copulas.
Keywords:copulas  quasi-copulas  linear quasi-copulas  Lipschitz condition
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