Copula associated to order statistics

MaRDI QIDQ367517zbMATH OpenFDO

Authors Ulisses U. dos Anjos, Nikolai Kolev, Nelson I. Tanaka

Publication date 16 September 2013

Published in Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

zbMATH Keywords

bivariate binomialcopulaFréchet boundsnormal asymptoticsorder statistics

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Order statistics; empirical distribution functions (62G30) Measures of association (correlation, canonical correlation, etc.) (62H20)

Recommendations

• On the relationships between copulas of order statistics and marginal distributions
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Cited in

(6)

• On the relationships between copulas of order statistics and marginal distributions
• Constructing copulas from shock models with imprecise distributions
• Copulas for order statistics with prescribed margins
• On order statistics and their copulas
• Estimation and goodness-of-fit procedures for Farlie-Gumbel-Morgenstern bivariate copula of order statistics
• Simulation study on copulas

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