Associative n - dimensional copulas

Copulas were introduced by Sklar [13] to capture the stochastic dependence structure of random variables. Recall that for n ≥ 2, a function C : [0, 1] → [0, 1] is called an n-dimensional copula (n-copula, for short) whenever it is a restriction of an ndimensional distribution function with all univariate margins uniformly distributed on [0, 1]. Hence an n-copula is characterized by the properties: