On order statistics and their copulas
DOI10.1016/J.SPL.2016.05.020zbMATH Open1398.62117OpenAlexW2413639070MaRDI QIDQ310663FDOQ310663
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
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
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Probability distributions: general theory (60E05) Multivariate distribution of statistics (62H10) Measures of association (correlation, canonical correlation, etc.) (62H20) Order statistics; empirical distribution functions (62G30)
Cites Work
- Principles of copula theory
- Rectangle Probabilities for Uniform Order statistics and the Probability That the Empirical Distribution Function Lies Between Two Distribution Functions
- A First Course in Order Statistics
- On the relationships between copulas of order statistics and marginal distributions
- Applied Probability
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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