The paper studies the problem of estimating the upper end point of a finite interval when the data come from a uniform distribution on this interval and are disturbed by normally distributed measurement errors with known variance. Maximum likelihood and method of moments estimators are...

For any random vector X = (X1; ...;Xn) on a given probability space (Ω;F;Pr), one can always instruct comonotonic modi cations of X, which are de ned as random vectors with the same marginals as X but with the comonotonic copula describing their dependency structure. In this short note, we...