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INICIO |
27 de julio de 2024
Shuffles of Min.
| Título inglés | Shuffles of Min. |
|---|---|
| Título español | Cópulas de Min. |
| Autor/es | Mikusinski, Piotr ; Sherwood, Howard ; Taylor, Michael D. |
| Organización | Dep. Math. Univ. Central Florida, Orlando (Florida), Estados Unidos |
| Revista | 0210-7821 |
| Publicación | 1992, 13 (1): 61-74, 10 Ref. |
| Tipo de documento | articulo |
| Idioma | Inglés |
| Resumen inglés | Copulas are functions which join the margins to produce a joint distribution function. A special class of copulas called shuffles of Min is shown to be dense in the collection of all copulas. Each shuffle of Min is interpreted probabilistically. Using the above-mentioned results, it is proved that the joint distribution of any two continuously distributed random variables X and Y can be approximated uniformly, arbitrarily closely by the joint distribution of another pair X* and Y* each of which is almost surely an invertible function of the other such that X and X* are identically distributed as are Y and Y*. The preceding results shed light on A. Rényi's axioms for a measure of dependence and a modification of those axioms as given by B. Schweizer and E.F. Wolff. |
| Clasificación UNESCO | 120808 |
| Palabras clave español | Función cópula ; Dependencia estocástica ; Teoría de la distribución ; Distribución marginal |
| Código MathReviews | MR1197328 |
| Código Z-Math | Zbl 0768.60017 |
 Acceso al artículo completo |
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