کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
8899423 1631544 2018 16 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
An extension of Kemperman's characterization on k-independence and its application
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز ریاضی
پیش نمایش صفحه اول مقاله
An extension of Kemperman's characterization on k-independence and its application
چکیده انگلیسی
We present a mixed-type multivariate distributional model generalizing the model of k-independent identically distributed random variables, and give necessary and sufficient conditions for a distribution of a random vector to be the joint distribution of the numbers of successes of q categories in n such dependent trials. The model includes, as particular cases, mixtures of multivariate extremal distributions and models corresponding to ordinal sums of independence and comonotonicity copulas. As an application, we study the extremal properties of order statistics based on random vectors with known multivariate marginals.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Mathematical Analysis and Applications - Volume 466, Issue 1, 1 October 2018, Pages 880-895
نویسندگان
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