Representation of Exchangeable Sequences by Means of Copulas View Full Text


Ontology type: schema:Chapter     


Chapter Info

DATE

2010

AUTHORS

Fabrizio Durante , Jan-Frederik Mai

ABSTRACT

Given a sequence \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$\mathbf X=(X_n)_{n\in \mathbb N}$\end{document} of exchangeable continuous random variables, it is proved that the joint distribution function of every finite subset of random variables belonging to X is fully described by means of a suitable bivariate copula and a univariate distribution function. More... »

PAGES

227-232

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/978-3-642-14746-3_28

DOI

http://dx.doi.org/10.1007/978-3-642-14746-3_28

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1014490788


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