On order statistics and their copulas

DOI10.1016/J.SPL.2016.05.020MaRDI QIDQ310663zbMATH OpenOpenAlexFDO

Authors Markus Dietz, Sebastian Fuchs, Klaus D. Schmidt

Publication date 8 September 2016

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

Full work available at URL https://doi.org/10.1016/j.spl.2016.05.020

zbMATH Keywords

copulaorder statistictransformations of copulas

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Multivariate distribution of statistics (62H10) Measures of association (correlation, canonical correlation, etc.) (62H20) Order statistics; empirical distribution functions (62G30)

Recommendations

• On the relationships between copulas of order statistics and marginal distributions
• Constructing copulas by means of pairs of order statistics
• Distribution functions of copulas: A class of bivariate probability integral transforms
• Copula associated to order statistics
• Copulas for order statistics with prescribed margins

Cites work

• A First Course in Order Statistics
• Applied Probability
• On the relationships between copulas of order statistics and marginal distributions
• Principles of copula theory
• Rectangle Probabilities for Uniform Order statistics and the Probability That the Empirical Distribution Function Lies Between Two Distribution Functions

Cited in

(11)

• On order statistics and Kendall's tau
• Constructing copulas by means of pairs of order statistics
• On distributions of order statistics for absolutely continuous copulas with applications to reliability
• On minimal copulas under the concordance order
• Bivariate distributions with ordered marginals
• Simulation study on copulas
• Structure-preserving mappings of uniform order statistics
• Copula associated to order statistics
• On the relationships between copulas of order statistics and marginal distributions
• Copulas for order statistics with prescribed margins
• Distribution bounds for order statistics when eachk-tuple has the same piecewise uniform copula

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