Copulas for order statistics with prescribed margins
نویسندگان
چکیده
منابع مشابه
Constructing Copulas by Means of Pairs of Order Statistics
The construction of distributions with given marginals has been a problem of interest to statisticians for many years. Today, in view of Sklar’s theorem [25, 26], this problem can be reduced to the construction of a copula. Copulas are a special type of aggregation functions, and nowadays are of interest in fuzzy set theory [5, 6, 12, 14, 16]. Nelsen [22] summarizes different methods of constru...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2014
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2014.03.006