Copulas for order statistics with prescribed margins

DOI10.1016/J.JMVA.2014.03.006MaRDI QIDQ2451623zbMATH OpenOpenAlexFDO

Authors Régis Lebrun, Anne Dutfoy

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

algorithmcopulamaximal sub-square copulanumerical examplesorder statistics

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30)

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Cites work

• A First Course in Order Statistics
• An introduction to copulas.
• Distributions and expectations of order statistics for possibly dependent random variables
• scientific article; zbMATH DE number 3163305 (Why is no real title available?)
• scientific article; zbMATH DE number 4100422 (Why is no real title available?)
• scientific article; zbMATH DE number 1183917 (Why is no real title available?)
• On distributions of order statistics for absolutely continuous copulas with applications to reliability
• On the dependence structure of order statistics
• On the distributional transform, Sklar's theorem, and the empirical copula process
• On the Lambert \(w\) function
• On the relationships between copulas of order statistics and marginal distributions
• Order Statistics

Cited in

(10)

• On the relationships between copulas of order statistics and marginal distributions
• Bivariate distributions with ordered marginals
• Maximum entropy distribution of order statistics with given marginals
• On order statistics and their copulas
• scientific article; zbMATH DE number 2129902 (Why is no real title available?)
• On distributions of order statistics for absolutely continuous copulas with applications to reliability
• Copula associated to order statistics
• Distribution bounds for order statistics when eachk-tuple has the same piecewise uniform copula
• On Shapley Value for Measuring Importance of Dependent Inputs
• Simulation study on copulas

Describes a project that uses

Uses Software

• RODAS

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