Characterizations of joint distributions, copulas, information, dependence and decoupling, with applications to time series
Characterizations of joint distributions, copulas, information, dependence and decoupling, with applications to time series
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 of given one-dimensional marginal distributions. The characterizations obtained in the paper represent joint distributions of dependent random variables and their copulas as sums of $U$-statistics …