Distributions and expectations of order statistics for possibly dependent random variables
Journal of Multivariate Analysis
On a family of copulas constructed from the diagonal section
Soft Computing - A Fusion of Foundations, Methodologies and Applications
An Introduction to Copulas (Springer Series in Statistics)
An Introduction to Copulas (Springer Series in Statistics)
New constructions of diagonal patchwork copulas
Information Sciences: an International Journal
On a comparison between Mahalanobis distance and Choquet integral: The Choquet-Mahalanobis operator
Information Sciences: an International Journal
Directional dependence of random vectors
Information Sciences: an International Journal
d-Dimensional dependence functions and Archimax copulas
Fuzzy Sets and Systems
Maximal non-exchangeability in dimension d
Journal of Multivariate Analysis
Frank's condition for multivariate Archimedean copulas
Fuzzy Sets and Systems
| Hi-index | 0.07 |
We formulate the necessary and sufficient conditions for a function @d:[0,1]-[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 section or given distribution functions of order statistics.