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Essential closures and supports of multivariate copulas. (English) Zbl 1316.62065

Summary: We generalize the notion of essential closures and use them to formulate a geometric necessary condition for a set to be the support of a multivariate copula. Furthermore, in some special cases, we derive an explicit formula of the support in terms of essential closures and obtain a stronger necessary condition.

MSC:

62H05 Characterization and structure theory for multivariate probability distributions; copulas
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References:

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