Distribution functions of multivariate copulas

Statistics and Probability Letters

Volumn 64, Issue 1, 2003, Pages 41-50

  Rodríguez Lallena, José A ^a   Úbeda Flores, Manuel ^a  

^a UNIVERSITY OF ALMERÍA   (Spain)

Author keywords

Copulas; Dependence orderings; Distribution functions; Probability integral transform

Indexed keywords

EID: 30244443448     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(03)00129-9     Document Type: Article

References (6)

1. Cuculescu I. Theodorescu R. Copulas: diagonals and tracks Rev. Roumaine Math. Pures Appl. 46 2001 731-742
2. Genest C. Rivest L.-P. On the multivariate probability integral transformation Statist. Probab. Lett. 53 2001 391-399
3. Joe H. Multivariate Models and Dependence Concepts 1997 Chapman & Hall London
4. tNelsen R.B. An Introduction to Copulas 1999 Springer New York
5. Nelsen R.B. Quesada Molina J.J. Rodŕguez Lallena J.A. 'Ubeda Flores M. Distribution functions of copulas: a class of bivariate probability integral transforms Statist. Probab. Lett. 54 2001 277-282
6. Wolff E.F. N-dimensional measures of dependence Stochastica 4 1980 175-188