1. On a problem by Schweizer and Sklar
- Creator:
- Durante, Fabrizio
- Format:
- bez média and svazek
- Type:
- model:article and TEXT
- Subject:
- copulas, distributions with given marginals, Fréchet-Hoeffding bounds, and partial mutual independence
- Language:
- English
- Description:
- We give a representation of the class of all n-dimensional copulas such that, for a fixed m∈N, 2≤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.
- Rights:
- http://creativecommons.org/publicdomain/mark/1.0/ and policy:public