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On the impossibility of constructing distributions with fixed multivariate marginals using copulas. (De l’impossibilité de construire des lois à marges multidimensionnelles données à partir de copules.) (French) Zbl 0832.60020

Summary: Copulas, also known as dependence functions and uniform representations, provide a standard way of constructing multivariate distributions with fixed marginals. It is shown here, in two different ways, that the same tool is inadequate to build distributions with multivariate marginals.

MSC:

60E05 Probability distributions: general theory
60A10 Probabilistic measure theory
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