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Journals and Conferences
Article history: Received 2 March 2009 Received in revised form 2 June 2009 Accepted 4 June 2009
We show that there exist bivariate proper quasi-copulas that do not induce a doubly stochastic signed measure on [0, 1]. We construct these quasi-copulas from the so-called proper quasitransformation square matrices.
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… (More)
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.
Residue levels and degradation rates of five benzoylphenylurea insecticides were studied in zucchinis and peppers grown in experimental greenhouses in Almería (Spain). Benzoylphenylurea residues were analyzed by HPLC using on-line post-elution photoirradiation with fluorescence detection. Mathematically defined decline curves were established by determining… (More)