Random variables generated by ranks in dependent schemes

被引：0

作者：

Malov, SV

机构：

[1] St Petersburg State Univ, Dept Math & Mech, St Petersburg 198904, Russia

[2] Univ Bordeaux 2, Stat Math UFR MI 2S, F-33076 Bordeaux, France

来源：

METRIKA | 1998年 / 48卷 / 01期

关键词：

Archimedean copula; order statistics; antiranks; sequential ranks; records;

D O I：

10.1007/PL00003972

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Some nonstationary sequences having independent vector of ranks and vector of order statistics are under consideration, We extend some characterizations in a class of independent r.v.'s to a class of Archimedean copula processes and construct the interpretation which gives us a simple way for simulating Archimedean copula processes.

引用

页码：61 / 67

页数：7

共 17 条

[1]

[Anonymous], 1962, ANN FS U CLERMONT FE

[2] EMBEDDING SEQUENCES OF SUCCESSIVE MAXIMA IN EXTREMAL PROCESSES, WITH APPLICATIONS [J].