| Title:
|
Extreme distribution functions of copulas (English) |
| Author:
|
Úbeda-Flores, Manuel |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
44 |
| Issue:
|
6 |
| Year:
|
2008 |
| Pages:
|
817-825 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
In this paper we study some properties of the distribution function of the random variable C(X,Y) when the copula of the random pair (X,Y) is M (respectively, W) – the copula for which each of X and Y is almost surely an increasing (respectively, decreasing) function of the other –, and C is any copula. We also study the distribution functions of M(X,Y) and W(X,Y) given that the joint distribution function of the random variables X and Y is any copula. (English) |
| Keyword:
|
copula |
| Keyword:
|
diagonal section |
| Keyword:
|
distribution function |
| Keyword:
|
Lipschitz condition |
| Keyword:
|
opposite diagonal section |
| Keyword:
|
ordering |
| Keyword:
|
Spearman’s footrule |
| MSC:
|
60E05 |
| MSC:
|
60E15 |
| MSC:
|
60G70 |
| MSC:
|
62E10 |
| MSC:
|
62H05 |
| MSC:
|
62H10 |
| idZBL:
|
Zbl 1196.62060 |
| idMR:
|
MR2488909 |
| . |
| Date available:
|
2009-09-24T20:40:34Z |
| Last updated:
|
2013-09-21 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/135893 |
| . |
| Reference:
|
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