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On copulas and their diagonals. (English) Zbl 1171.62332
Summary: We formulate necessary and sufficient conditions for a function \(\delta :[0,1]\rightarrow [0,1]\) to be the diagonal section of a multivariate absolutely continuous copula. Moreover we provide some simple analytic formulas for copulas having given diagonal sections or given distribution functions of order statistics.

62H05 Characterization and structure theory for multivariate probability distributions; copulas
62G30 Order statistics; empirical distribution functions
Full Text: DOI
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