Distribution functions of multivariate copulas.

DOI10.1016/S0167-7152(03)00129-9zbMath1113.62330OpenAlexW2011553726MaRDI QIDQ1423150

Manuel Úbeda-Flores, José Antonio Rodríguez-Lallena

Publication date: 14 February 2004

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(03)00129-9

zbMATH Keywords

transformCopulasDistribution functionsDependence orderingsProbability integral

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (4)

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Cites Work

• An introduction to copulas. Properties and applications
• On the multivariate probability integral transformation
• Distribution functions of copulas: A class of bivariate probability integral transforms
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