Kybernetika 48 no. 2, 287-293, 2012

On a problem by Schweizer and Sklar

Fabrizio Durante

Abstract:

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.

Keywords:

copulas, distributions with given marginals, Fréchet-Hoeffding bounds, partial mutual independence

Classification:

60E05, 62E10

paper.pdf

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