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...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
De Gruyter
2021-05-01
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| Series: | Dependence Modeling |
| Subjects: | |
| Online Access: | https://doi.org/10.1515/demo-2021-0102 |