We give a representation of the class of all n-dimensional copulas such that, for a fixed m ε 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.
On a problem by Schweizer and Sklar
Durante F
2012-01-01
Abstract
We give a representation of the class of all n-dimensional copulas such that, for a fixed m ε 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.File in questo prodotto:
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