| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1151541 | Statistics & Probability Letters | 2016 | 8 Pages |
Abstract
We study the problem of how to transform a copula for the distribution function of an arbitrary random vector into a copula for the distribution function of its order statistic. We thus extend results of Navarro and Spizzichino (2010).
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Markus Dietz, Sebastian Fuchs, Klaus D. Schmidt,