Distribution functions of multivariate copulas.

DOI10.1016/S0167-7152(03)00129-9MaRDI QIDQ1423150zbMATH OpenOpenAlexFDO

Authors José Antonio Rodríguez-Lallena, Manuel Úbeda-Flores

Publication date 14 February 2004

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

Full work available at URL https://doi.org/10.1016/s0167-7152(03)00129-9

zbMATH Keywords

transformCopulasDistribution functionsDependence orderingsProbability integral

Mathematics Subject Classification ID

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

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(21)

• scientific article; zbMATH DE number 5677397 (Why is no real title available?)
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• The effect of dependence on distribution of the functions of random variables
• Functions operating on multivariate distribution and survival functions - With applications to classical mean-values and to copulas
• Measurement of bivariate risks by the north-south quantile points approach
• Dependence patterns of random variables: geometric properties of copulas
• Tolerance intervals for quantiles of bivariate risks and risk measurement
• On distributions of order statistics for absolutely continuous copulas with applications to reliability
• scientific article; zbMATH DE number 1894337 (Why is no real title available?)
• Bivariate distributions with ordered marginals
• On censored bivariate random variables: copula, characterization, and estimation
• Distribution functions of copulas: A class of bivariate probability integral transforms
• A new algorithm based on copulas for VaR valuation with empirical calculations
• Joint distributions of random sets and their relation to copulas
• The use of copulas in the study of certain transforms of random variables with applications in finance
• Multivariate capacity functionals vs. capacity functionals on product spaces
• Dependence properties of conditional distributions of some copula models
• Bivariate Contours of Copula
• Some functionals for copulas
• On the relationships between copulas of order statistics and marginal distributions
• Sample \(d\)-copula of order \(m\)

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