کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1145553 1489672 2014 14 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Copulas for order statistics with prescribed margins
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز عددی
پیش نمایش صفحه اول مقاله
Copulas for order statistics with prescribed margins
چکیده انگلیسی

The joint distribution of order statistics is characterized without reference to a parent distribution. To this end, the possible univariate margins of such a distribution are first determined. The class of possible copulas KK is then characterized under the assumption of continuous margins through a description of their minimal support. A truncation-based construction of copulas is also proposed. In the bivariate case, conditions are given for the existence and uniqueness of copulas in this class having maximal support set. Algorithms and examples also show the effectiveness of this construction.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 128, July 2014, Pages 120–133
نویسندگان
, ,