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19992025
most citedCharacterizations of joint distributions, copulas, information, dependence and decoupling, with applications to time series

53 citations

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math.ST2006★ 53 cited

Characterizations of joint distributions, copulas, information, dependence and decoupling, with applications to time series

Victor H. de la Peña, Rustam Ibragimov, Shaturgun Sharakhmetov

In this paper, we obtain general representations for the joint distributions and copulas of arbitrary dependent random variables absolutely continuous with respect to the product o…