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Copulas: Diagonals, tracks. (English) Zbl 1032.60009
Summary: Copulas related to Sierpiński’s carpet are examined. Next a non-Archimedean diagonal is constructed. Higher dimensional copulas with given diagonal sections are also considered. Finally, a higher dimensional characterization of quasi-copulas is established.

MSC:
60E05 Probability distributions: general theory
62E10 Characterization and structure theory of statistical distributions
62H05 Characterization and structure theory for multivariate probability distributions; copulas
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