On a problem by Schweizer and Sklar
Kybernetika, Tome 48 (2012) no. 2, pp. 287-293
Cet article a éte moissonné depuis la source Czech Digital Mathematics Library
We give a representation of the class of all $n$-dimensional copulas such that, for a fixed $m\in \mathbb N$, $2\le m n$, all their $m$-dimensional margins are equal to the independence copula. Such an investigation originated from an open problem posed by Schweizer and Sklar.
We give a representation of the class of all $n$-dimensional copulas such that, for a fixed $m\in \mathbb N$, $2\le m n$, all their $m$-dimensional margins are equal to the independence copula. Such an investigation originated from an open problem posed by Schweizer and Sklar.
Classification :
60E05, 62E10
Keywords: copulas; distributions with given marginals; Frèchet–Hoeffding bounds; partial mutual independence
Keywords: copulas; distributions with given marginals; Frèchet–Hoeffding bounds; partial mutual independence
@article{KYB_2012_48_2_a7,
author = {Durante, Fabrizio},
title = {On a problem by {Schweizer} and {Sklar}},
journal = {Kybernetika},
pages = {287--293},
year = {2012},
volume = {48},
number = {2},
mrnumber = {2954326},
language = {en},
url = {http://geodesic.mathdoc.fr/item/KYB_2012_48_2_a7/}
}
Durante, Fabrizio. On a problem by Schweizer and Sklar. Kybernetika, Tome 48 (2012) no. 2, pp. 287-293. http://geodesic.mathdoc.fr/item/KYB_2012_48_2_a7/