ON THE IMPOSSIBILITY OF CONSTRUCTING DIST RIBUTIONS WITH FIXED MULTIVARIATE MARGINALS USING COPULAS

Authors
GENEST C MOLINA JJQ LALLENA JAR
Citation
C. Genest et al., ON THE IMPOSSIBILITY OF CONSTRUCTING DIST RIBUTIONS WITH FIXED MULTIVARIATE MARGINALS USING COPULAS, Comptes rendus de l'Academie des sciences. Serie 1, Mathematique, 320(6), 1995, pp. 723-726
Citations number
10
Categorie Soggetti
Mathematics, General",Mathematics
Journal title
Comptes rendus de l'Academie des sciences. Serie 1, Mathematique → ACNP
ISSN journal
07644442
Volume
320
Issue
6
Year of publication
1995
Pages
723 - 726
Database
ISI
SICI code
0764-4442(1995)320:6<723:OTIOCD>2.0.ZU;2-I
Abstract
Copulas, also known as dependence functions and uniform representation s, provide a standard way of constructing multivariate distributions w ith fixed marginals. It is shown here, in two different ways, that the same tool is inadequate to build distributions with multivariate marg inals.