О некоторых свойствах симметричной копулы Граббса
DOI10.14498/vsgtu1640zbMath1424.62007OpenAlexW2922675730MaRDI QIDQ3120995
Evgeniya Gennad'Evna Repina, L. K. Shiryaeva
Publication date: 19 March 2019
Published in: Вестник Самарского государственного технического университета. Серия «Физико-математические науки» (Search for Journal in Brave)
Full work available at URL: http://mathnet.ru/eng/vsgtu1640
Monte Carlo methodexchangeabilitynormal distributionoutliersymmetric copulaKendall's tau coefficientjoint distribution function of maximum and standardized minimum
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Sampling theory, sample surveys (62D05) Characteristic functions; other transforms (60E10)
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