A characterization of multivariate independence using copulas

José M. González-Barrios, Eduardo Gutiérrez-Peña, Juan D. Nieves and Raúl Rueda

Communications in Statistics - Theory and Methods, 2023, vol. 52, issue 16, 5716-5726

Abstract: We provide a novel characterization of mutual independence of random variables based on the checkerboard approximation to a multivariate copula.

Date: 2023
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DOI: 10.1080/03610926.2021.2017458

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