Kuhn, Gabriel (contributor) - 2006
func-
tion F with univariate margins Fj, 1 ≤ j ≤ d, there exists a copula CF (unique on the
support of F) such that
F(x1 …,...,xd) = CF (F1(x1),...,Fd(xd)),
for all x1,...,xd in the support of F. Therefore, copulae allow to study the dependence …), a random vector X is elliptically distributed if and only if there exists a vector
µ ∈ Rd, a matrix A ∈ Rk×d, a positive …