Distribution functions of copulas: A class of bivariate probability integral transforms

DOI10.1016/S0167-7152(01)00060-8zbMath0992.60020OpenAlexW2033890732WikidataQ127089272 ScholiaQ127089272MaRDI QIDQ5953980

José Antonio Rodríguez-Lallena, José Juan Quesada-Molina, Manuel Úbeda-Flores, Roger B. Nelsen

Publication date: 3 July 2002

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

Full work available at URL: https://doi.org/10.1016/s0167-7152(01)00060-8

zbMATH Keywords

copulasdistribution functionsdependence orderingsmeasures of associationprobability integral transform

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)

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Cites Work

• An introduction to copulas. Properties and applications
• Statistical Inference Procedures for Bivariate Archimedean Copulas
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