Squaring the Circle and Cubing the Sphere: Circular and Spherical Copulas

Symmetry

关键词: bivariate distribution;    multivariate distribution;    unit disk;    unit ball;    circular symmetry;    spherical symmetry;    circular copula;    spherical copula;    elliptical copula;   

DOI  :  10.3390/sym3030574

来源: DOAJ

【 摘 要 】

Do there exist circular and spherical copulas in ℝd? That is, do there exist circularly symmetric distributions on the unit disk in ℝ2 and spherically symmetric distributions on the unit ball in ℝd, d ≥ 3, whose one-dimensional marginal distributions are uniform? The answer is yes for d = 2 and 3, where the circular and spherical copulas are unique and can be determined explicitly, but no for d ≥ 4. A one-parameter family of elliptical bivariate copulas is obtained from the unique circular copula in ℝ2 by oblique coordinate transformations. Copulas obtained by a non-linear transformation of a uniform distribution on the unit ball in ℝd are also described, and determined explicitly for d = 2.

【 授权许可】

Unknown