Copulas for order statistics with prescribed margins
Year of publication: |
2014
|
---|---|
Authors: | Lebrun, Régis ; Dutfoy, Anne |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 128.2014, C, p. 120-133
|
Publisher: |
Elsevier |
Subject: | Order statistics | Copula | Maximal sub-square copula |
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