Random variables, joint distribution functions, and copulas

Abe Sklar

Kybernetika (1973)

  • Volume: 09, Issue: 6, page (449)-460
  • ISSN: 0023-5954

How to cite

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Sklar, Abe. "Random variables, joint distribution functions, and copulas." Kybernetika 09.6 (1973): (449)-460. <http://eudml.org/doc/28992>.

@article{Sklar1973,
author = {Sklar, Abe},
journal = {Kybernetika},
language = {eng},
number = {6},
pages = {(449)-460},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Random variables, joint distribution functions, and copulas},
url = {http://eudml.org/doc/28992},
volume = {09},
year = {1973},
}

TY - JOUR
AU - Sklar, Abe
TI - Random variables, joint distribution functions, and copulas
JO - Kybernetika
PY - 1973
PB - Institute of Information Theory and Automation AS CR
VL - 09
IS - 6
SP - (449)
EP - 460
LA - eng
UR - http://eudml.org/doc/28992
ER -

References

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  9. J. Kampé de Fériet, Mesure de l'information fournie par un événement, In: Colloques Internat. C.N.R.S. No. 186, Clermont-Ferrand 1969. C.N.R.S., Paris 1970, 191-221. (1969) MR0411832
  10. J. Kampé de Fériet, Mesures de l'information par un ensemble d'observateurs, C. R. Acad. Sci. Paris 269 (1969), Ser. A, 1081-1085; ibid. 271 (1971), Sér. A, 1017-1021. (1969) MR0253805
  11. J. Kampé de Fériet B. Forte, Information et probability, C. R. Acad. Sci. Paris 265 (1967), Sér. A, 110-114, 142-146, 350-353. (1967) 
  12. J. Kampé de Fériet B. Forte P. Benvenuti, Forme générate de l'opération de composition continue d'une information, C. R. Acad. Sci. Paris 269 (1969), Sér. A, 529-534. (1969) MR0252110
  13. C. H. Kimberling, A probabilistic interpretation of complete monotonicity, To appear. Zbl0309.60012MR0353416
  14. A. N. Kolmogorov, Foundations of the theory of probability, Second English edition. Chelsea, New York 1956. (1956) Zbl0074.12202MR0079843
  15. C.-H. Ling, Representation of associative functions, Publicat. Math. Debrecen 12 (1965), 189-212. (1965) MR0190575
  16. Y. V. Linnik, Decompositions des lois de probabilités, Gauthier-Villars, Paris 1962. (1962) Zbl0103.11901MR0181000
  17. K. Menger, Statistical metrics, Proc. Nat. Acad. Sci. U.S.A. 28 (1942), 535-537. (1942) Zbl0063.03886MR0007576
  18. A. Nataf, Determination des distributions de probabilités dont les marges sont données, C. R. Acad. Sci. Paris 255 (1962), 42-43. (1962) Zbl0109.11904MR0139187
  19. B. Schweizer, Probabilistic metric spaces - the first 25 years, New York Statistician 19 (1967), 2, 3-6. (1967) 
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  24. A. N. Šerstnev, On the notion of a random normed space, Doklady Akad. Nauk S.S.S.R. 149 (1963), 280-283; translated in: Soviet Math. Doklady 4 (1963), 388-391. (1963) MR0154320
  25. A. N. Šerstnev, On probabilistic generalizations of metric spaces, Učen. Zap. Kazan. Gos. Univ. 124 (1964), 2, 3-11. (1964) MR0220326
  26. A. Sklar, Fonctions de répartition à n dimensions et leurs marges, Publ. Inst. Statistique Univ. Paris 8 (1959), 229-231. (1959) MR0125600
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  30. D. V. Widder, The Laplace transform, Princeton Univ. Press, Princeton 1941. (1941) Zbl0063.08245

Citations in EuDML Documents

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  1. Fabrizio Durante, Radko Mesiar, Carlo Sempi, Editorial to the special issue on “Random Variables, Joint Distribution Functions, and Copulas”
  2. Salim Bouzebda, Amor Keziou, New estimates and tests of independence in semiparametric copula models
  3. Younès Hillali, Test d'ajustement d'une loi bidimensionnelle : application à des données climatologiques
  4. Manuel Úbeda-Flores, Extreme distribution functions of copulas
  5. Jiří Michálek, Statistical linear spaces. I. Properties of ε , η -topology
  6. Manuel Úbeda-Flores, A new family of trivariate proper quasi-copulas
  7. Erich Peter Klement, Anna Kolesárová, Extension to copulas and quasi-copulas as special 1 -Lipschitz aggregation operators
  8. Radko Mesiar, Erich Peter Klement, Open problems posed at the eighth international conference on fuzzy set theory and applications
  9. Fabrizio Durante, Carlo Sempi, Semicopulæ
  10. Juan Fernández Sánchez, Manuel Úbeda-Flores, On copulas that generalize semilinear copulas

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