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

copulaorder statisticsbivariate binomialnormal asymptoticsFréchet bounds

Mathematics Subject Classification ID

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

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Cited in

(6)

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

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