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Keywords:
copulas; distributions with given marginals; Frèchet–Hoeffding bounds; partial mutual independence
copulas; distributions with given marginals; Frèchet–Hoeffding bounds; partial mutual independence
Summary:
We give a representation of the class of all $n$-dimensional copulas such that, for a fixed $m\in \mathbb N$, $2\le m < n$, all their $m$-dimensional margins are equal to the independence copula. Such an investigation originated from an open problem posed by Schweizer and Sklar.
References:
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