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- W2767927292 abstract "Abstract We prove a representation theorem for copulas that are (simultaneously) symmetric and radially symmetric. We use this representation theorem to propose a method to construct an n-ary symmetric function that is radially symmetric, starting from an ( n − 1 ) -dimensional copula and an n-ary auxiliary function. We study the necessary and sufficient conditions on this auxiliary function that guarantee our construction method to result in a symmetric and radially symmetric n-dimensional copula. We examine several options for defining the auxiliary function in the trivariate case, inspired by the nesting of copulas, the lifting of copulas and product-like extensions. For each choice of auxiliary function, we provide several examples for different families of copulas." @default.
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- W2767927292 date "2018-03-01" @default.
- W2767927292 modified "2023-09-24" @default.
- W2767927292 title "On the construction of radially symmetric copulas in higher dimensions" @default.
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- W2767927292 doi "https://doi.org/10.1016/j.fss.2017.11.004" @default.
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