Are copulas unimodal? (English) Zbl 1028.60009

From the introduction: It is Sklar who in 1959 coined the term copula for a distribution whose margins are uniform on the unit interval. … An important property of a distribution is unimodality. It is then natural to ask whether copulas are unimodal. Multivariate unimodality takes different forms so we choose here the most used ones (central convex, block and star unimodality) and examine copulas with respect to them.


60E05 Probability distributions: general theory
62E10 Characterization and structure theory of statistical distributions
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