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Imprecise copulas and bivariate stochastic orders

PELESSONI, RENATO
•
VICIG, PAOLO
•
Ignacio Montes
•
Enrique Miranda
2013
  • book part

Abstract
Sklar's theorem is an important tool that connects bidimensional distribution functions to their marginals by means of a copula. When there is imprecision about the marginal models, we can model the available information by means of p-boxes, that are pairs of ordered distribution functions. Similarly, we can consider a set of copulas instead of a single one. We study the extension of Sklar's theorem under these conditions, and link the obtained results to stochastic ordering with imprecision.
Archivio
http://hdl.handle.net/11368/2735891
Diritti
metadata only access
Soggetti
  • Sklar's theorem

  • copula

  • p-boxe

  • stochastic orders

Visualizzazioni
4
Data di acquisizione
Apr 19, 2024
Vedi dettagli
google-scholar
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