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

Statistics and Probability Letters

Volumn 54, Issue 3, 2001, Pages 277-282

  Nelsen, Roger B ^a   Quesada Molina, José Juan ^b   Rodríguez Lallena, José Antonio ^c   Úbeda Flores, Manuel ^c  

^a LEWIS AND CLARK COLLEGE   (United States)

^b UNIVERSITY OF GRANADA   (Spain)

^c UNIVERSITY OF ALMERÍA   (Spain)

Author keywords

62E10; Copulas; Dependence orderings; Distribution functions; Measures of association; Primary 60E05; Probability integral transform; Secondary 62H05

Indexed keywords

EID: 0042910585     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(01)00060-8     Document Type: Article

References (7)

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2. Garralda Guillem, A.I., 1997. Dependencia y Tests de Rangos para Leyes Bidimensionales. Ph.D. Thesis, University of Granada, Spain.
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7. Úbeda Flores, M., 2001. Cópulas y Cuasicópulas: Interrelaciones y Nuevas Propiedades; Aplicaciones. Ph.D. Thesis, University of Almería, Spain.