On the relationships between copulas of order statistics and marginal distributions

DOI10.1016/j.spl.2009.11.025zbMath1182.62112OpenAlexW2078788949MaRDI QIDQ2267630

Fabio L. Spizzichino, Jorge Navarro

Publication date: 1 March 2010

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2009.11.025

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Order statistics; empirical distribution functions (62G30)

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Cites Work

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• On the dependence structure of order statistics
• On copulas and their diagonals
• An introduction to copulas.
• Distributions and expectations of order statistics for possibly dependent random variables
• Comparisons of series and parallel systems with components sharing the same copula
• A First Course in Order Statistics
• Absolutely Continuous Copulas with Given Diagonal Sections