• Title of article

    Copulas for order statistics with prescribed margins

  • Author/Authors

    Lebrun ، نويسنده , , Régis and Dutfoy، نويسنده , , Anne، نويسنده ,

  • Issue Information
    دوفصلنامه با شماره پیاپی سال 2014
  • Pages
    14
  • From page
    120
  • To page
    133
  • Abstract
    The joint distribution of order statistics is characterized without reference to a parent distribution. To this end, the possible univariate margins of such a distribution are first determined. The class of possible copulas K is then characterized under the assumption of continuous margins through a description of their minimal support. A truncation-based construction of copulas is also proposed. In the bivariate case, conditions are given for the existence and uniqueness of copulas in this class having maximal support set. Algorithms and examples also show the effectiveness of this construction.
  • Keywords
    Order statistics , Copula , Maximal sub-square copula
  • Journal title
    Journal of Multivariate Analysis
  • Serial Year
    2014
  • Journal title
    Journal of Multivariate Analysis
  • Record number

    1566708