On order statistics and their copulas

DOI10.1016/j.spl.2016.05.020zbMath1398.62117OpenAlexW2413639070MaRDI QIDQ310663

Markus Dietz, Sebastian Fuchs, Klaus D. Schmidt

Publication date: 8 September 2016

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

Full work available at URL: https://doi.org/10.1016/j.spl.2016.05.020

zbMATH Keywords

copulaorder statistictransformations of copulas

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Measures of association (correlation, canonical correlation, etc.) (62H20) Order statistics; empirical distribution functions (62G30) Probability distributions: general theory (60E05)

Related Items (2)

On order statistics and Kendall's tau ⋮ Bivariate distributions with ordered marginals

Cites Work

• On the relationships between copulas of order statistics and marginal distributions
• Applied Probability
• Principles of Copula Theory
• A First Course in Order Statistics
• Rectangle Probabilities for Uniform Order statistics and the Probability That the Empirical Distribution Function Lies Between Two Distribution Functions

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