𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Multivariate copulas, quasi-copulas and lattices

✍ Scribed by Juan Fernández-Sánchez; Roger B. Nelsen; Manuel Úbeda-Flores

Book ID
108268763
Publisher
Elsevier Science
Year
2011
Tongue
English
Weight
238 KB
Volume
81
Category
Article
ISSN
0167-7152

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Distribution functions of multivariate c
Distribution functions of multivariate copulas
✍ José A. Rodrı́guez-Lallena; Manuel Úbeda-Flores 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 239 KB

For continuous random vectors X = (X 1 ; X 2 ; : : : ; X n ) and multivariate distribution functions H 1 and H 2 with common univariate marginals, we study the distribution function of the random variable H 1 (X) given that the joint distribution function of X is H 2 . We show that the distribution

A Characterization of Quasi-copulas
A Characterization of Quasi-copulas
✍ C. Genest; J.J. Quesada Molina; J.A. Rodrı́guez Lallena; C. Sempi 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 120 KB

The notion of quasi-copula was introduced by C. Alsina, R. B. Nelsen, and B. Schweizer (Statist. Probab. Lett. (1993), 85 89) and was used by these authors and others to characterize operations on distribution functions that can or cannot be derived from operations on random variables. In this paper