Shuffle of min’s random variable approximations of bivariate copulas’ realization

DOI10.1080/03610926.2014.964808OpenAlexW2535248657MaRDI QIDQ5160178

Jianhua Z. Huang, YanTing Zheng, Jing-Ping Yang

Publication date: 28 October 2021

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2014.964808

zbMATH Keywords

copulanarrow bounds of copulashuffle of min approximation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)

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Cites Work

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