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On a problem by Schweizer and Sklar
Journal article   Peer reviewed

On a problem by Schweizer and Sklar

Kybernetika, Vol.48(2), pp.287-293
48
2012
Handle:
https://hdl.handle.net/10863/158

Abstract

We give a representation of the class of all n-dimensional copulas such that, for a fixed m ε N, 2 ≤ m < n, all their m-dimensional margins are equal to the independence copula. Such an investigation originated from an open problem posed by Schweizer and Sklar.

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