A characterization of multivariate independence using copulas

被引：0
|
作者：
Gonzalez-Barrios, Jose M. [1 ]
Gutierrez-Pena, Eduardo [1 ]
Nieves, Juan D. [1 ]
Rueda, Raul [1 ]
机构：
[1] Univ Nacl Autonoma Mexico, Dept Probabil & Stat, IIMAS, Circuito Escolar S-N, Mexico City 04510, DF, Mexico
来源：
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2023年 / 52卷 / 16期
关键词：
Checkerboard approximation; dependence; sample copula;
D O I：
10.1080/03610926.2021.2017458
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We provide a novel characterization of mutual independence of random variables based on the checkerboard approximation to a multivariate copula.
引用
收藏
页码：5716 / 5726
页数：11
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