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

Damjana Kokol Bukovšek, Nik Stopar, Wolfgang Trutschnig

We consider the family ${\mathcal{C}}_d^{{\Pi }_{d-1}}$ of all $d$-dimensional copulas whose $(d-1)$-dimensional marginals are all equal to the $(d-1)$-dimensional product copula $Π_{d-…