| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 394480 | Information Sciences | 2009 | 9 Pages |
Abstract
We formulate the necessary and sufficient conditions for a function δ:[0,1]→[0,1]δ:[0,1]→[0,1] to be the diagonal section of a multivariate absolutely continuous copula. Moreover we provide some simple analytic formulas for copulas having given diagonal section or given distribution functions of order statistics.
Keywords
Related Topics
Physical Sciences and Engineering
Computer Science
Artificial Intelligence
Authors
Piotr Jaworski,