| Title:
|
Constructing copulas by means of pairs of order statistics (English) |
| Author:
|
Dolati, Ali |
| Author:
|
Úbeda-Flores, Manuel |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
45 |
| Issue:
|
6 |
| Year:
|
2009 |
| Pages:
|
992-1002 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
In this paper, we introduce two transformations on a given copula to construct new and recover already-existent families. The method is based on the choice of pairs of order statistics of the marginal distributions. Properties of such transformations and their effects on the dependence and symmetry structure of a copula are studied. (English) |
| Keyword:
|
copula |
| Keyword:
|
dependence ordering |
| Keyword:
|
FGM family |
| Keyword:
|
measure of association |
| Keyword:
|
symmetry |
| Keyword:
|
transformation |
| MSC:
|
60E05 |
| MSC:
|
62H20 |
| idZBL:
|
Zbl 1200.62055 |
| idMR:
|
MR2650078 |
| . |
| Date available:
|
2010-06-02T19:30:26Z |
| Last updated:
|
2013-09-21 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/140032 |
| . |
| Reference:
|
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| . |
