Essential Closures and Supports of Multivariate Copulas

Details Essential Closures and Supports of Multivariate Copulas Essential Closures and Supports of Multivariate Copulas

2012-04-25

arxiv.org/abs/1204.5623v1

Mathematics

Statistics Theory

10 pages

Scientific paper

In this work, we introduce the notion of essential closures and use them to
formulate a geometric necessary condition for a set to be the support of a
multivariate copula. Furthermore, in some special case, in terms of essential
closures, we derive an explicit formula of the support and obtain a stronger
necessary condition.

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