Essential Closures and Supports of Multivariate Copulas
Statistics Theory
2012-07-26 v2 Probability
Statistics Theory
Abstract
We generalize the notion of essential closures which is used in formulating 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.
Keywords
Cite
@article{arxiv.1204.5623,
title = {Essential Closures and Supports of Multivariate Copulas},
author = {Pongpol Ruankong and Songkiat Sumetkijakan},
journal= {arXiv preprint arXiv:1204.5623},
year = {2012}
}
Comments
13 pages