Multivariate radial symmetry of copula functions: finite sample comparison in the i.i.d case
Given a d-dimensional random vector X = (X1, . . ., Xd), if the standard uniform vector U obtained by the component-wise probability integral transform (PIT) of X has the same distribution of its point reflection through the center of the unit hypercube, then X is said to have copula radial symmetry...
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| Autores principales: | , , |
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| Formato: | article |
| Lenguaje: | EN |
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De Gruyter
2021
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| Acceso en línea: | https://doaj.org/article/92dd703a094d44d6afd26f3c9ae087b4 |
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