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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.

##### MSC:
 62H05 Characterization and structure theory for multivariate probability distributions; copulas 62G30 Order statistics; empirical distribution functions
##### Keywords:
copula; diagonal section
Full Text:
##### References:
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