Copulas for order statistics with prescribed margins

DOI10.1016/J.JMVA.2014.03.006zbMath1291.65031OpenAlexW2054121214MaRDI QIDQ2451623

Anne Dutfoy, Régis Lebrun

Publication date: 4 June 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2014.03.006

zbMATH Keywords

copulaalgorithmorder statisticsnumerical examplesmaximal sub-square copula

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30)

Related Items (2)

On Shapley Value for Measuring Importance of Dependent Inputs ⋮ Bivariate distributions with ordered marginals

Uses Software

• RODAS

Cites Work

• On the dependence structure of order statistics
• An introduction to copulas.
• On the distributional transform, Sklar's theorem, and the empirical copula process
• Distributions and expectations of order statistics for possibly dependent random variables
• On the Lambert \(w\) function
• On the relationships between copulas of order statistics and marginal distributions
• Order Statistics
• A First Course in Order Statistics
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Copulas for order statistics with prescribed margins