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  • 标题:Stochastic comparisons and bounds for conditional distributions by using copula properties
  • 本地全文:下载
  • 作者:Jorge Navarro ; Miguel A. Sordo
  • 期刊名称:Dependence Modeling
  • 电子版ISSN:2300-2298
  • 出版年度:2018
  • 卷号:6
  • 期号:1
  • 页码:156-177
  • DOI:10.1515/demo-2018-0010
  • 出版社:Walter de Gruyter GmbH
  • 摘要:We prove that different conditional distributions can be represented as distorted distributions.These representations are used to obtain stochastic comparisons and bounds for them based on properties of the underlying copula.These properties can be used to explain the meaning of mathematical properties of copulas connecting them with dependence concepts.Some applications and illustrative examples are provided as well.
  • 关键词:Conditional distributions ; distorted distributions ; copula ; stochastic orders ; bounds ; 62K10 ; 60E15 ; 90B25
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