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dc.contributor.authorDurante F
dc.contributor.authorFernández-Sánchez J
dc.contributor.authorTrutschnig W
dc.contributor.editor
dc.date.accessioned2019-02-21T16:01:45Z
dc.date.available2019-02-21T16:01:45Z
dc.date.issued2014
dc.identifier.issn0047-259X
dc.identifier.urihttp://dx.doi.org/10.1016/j.jmva.2014.06.009
dc.identifier.urihttps://www.sciencedirect.com/science/article/pii/S0047259X14001390
dc.identifier.urihttp://hdl.handle.net/10863/8668
dc.description.abstractThe notion of a two-dimensional hairpin allows for two different extensions to the general multivariate setting—that of a sub-hairpin and that of a super-hairpin. We study existence and uniqueness of -dimensional copulas whose support is contained in a sub- (or super-) hairpin and extend various results about doubly stochastic measures to the general multivariate setting. In particular, we show that each copula with hairpin support is necessarily an extreme point of the convex set of all -dimensional copulas. Additionally, we calculate the corresponding Markov kernels and, using a simple analytic expression for sub- (or super-) hairpin copulas, analyze the strong interrelation with copulas having a fixed diagonal section. Several examples and graphics illustrate both the chosen approach and the main results.en_US
dc.languageEnglish
dc.language.isoenen_US
dc.relation
dc.rights
dc.subjectCopulasen_US
dc.subjectSECS-S/01en_US
dc.titleMultivariate copulas with hairpin supporten_US
dc.typeArticleen_US
dc.date.updated2019-02-21T15:51:41Z
dc.publication.title
dc.language.isiEN-GB
dc.journal.titleJournal of Multivariate Analysis
dc.description.fulltextopenen_US


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