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◇ arXiv2026-08-18· math.ST

How far are $d$-dimensional copulas with uniform $(d-1)$-marginals from (total) independence?

Damjana Kokol Bukovšek, Nik Stopar, Wolfgang Trutschnig

原始摘要(英文原文)· Original abstract
We consider the family ${\mathcal{C}}_d^{Π_{d-1}}$ of all $d$-dimensional copulas whose $(d-1)$-dimensional marginals are all equal to the $(d-1)$-dimensional product copula $Π_{d-1}$ and tackle the natural question, `how far away' from the $d$-dimensional product copula $Π_d$ elements in ${\mathcal{C}}_d^{Π_{d-1}}$ can be. We provide definitive answers for both, the uniform metric $d_\infty$ as well as the stronger, conditioning-based metric $D_1$. The established results clearly indicate that the family ${\mathcal{C}}_d^{Π_{d-1}}$ is larger than one might expect.
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How far are $d$-dimensional copulas with uniform $(d-1)$-marginals from (total) independence? — 科研速览 Science Skim