Random variables generated by ranks in dependent schemes.

DOI10.1007/PL00003972MaRDI QIDQ5953739zbMATH OpenOpenAlexFDO

Authors Sergey V. Malov

Publication date 29 January 2002

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/pl00003972

Mathematics Subject Classification ID

Distribution theory (60E99) Extreme value theory; extremal stochastic processes (60G70) Order statistics; empirical distribution functions (62G30)

Recommendations

• Simulating from Exchangeable Archimedean Copulas
• Simulation of some multivariate distributions
• scientific article; zbMATH DE number 1276014
• scientific article; zbMATH DE number 4046935
• Sampling from Archimedean copulas

This page was built for publication: Random variables generated by ranks in dependent schemes.

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5953739)