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EnglishSklar's theorem is an important tool that connects bidimensional distribution functions with their marginals by means of a copula. When there is imprecision about the marginals, we can model the available information by means of p-boxes, that are pairs of ordered distribution functions. Similarly, we can consider a set of copulas instead of a single one. We study the extension of Sklar's theorem under these conditions, and link the obtained results to stochastic ordering with imprecision.
| Titolo: | Sklar's theorem in an imprecise setting |
| Autori: | |
| Data di pubblicazione: | 2015 |
| Rivista: | |
| Abstract: | Sklar's theorem is an important tool that connects bidimensional distribution functions with their marginals by means of a copula. When there is imprecision about the marginals, we can model the available information by means of p-boxes, that are pairs of ordered distribution functions. Similarly, we can consider a set of copulas instead of a single one. We study the extension of Sklar's theorem under these conditions, and link the obtained results to stochastic ordering with imprecision. |
| Handle: | http://www.sciencedirect.com/science/article/pii/S0165011414004539 http://hdl.handle.net/11368/2845646 |
| Digital Object Identifier (DOI): | http://dx.doi.org/10.1016/j.fss.2014.10.007 |
| URL: | http://www.sciencedirect.com/science/article/pii/S0165011414004539 |
| Appare nelle tipologie: | 1.1 Articolo in Rivista |
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| File | Descrizione | Tipologia | Licenza | |
|---|---|---|---|---|
| 1-s2.0-S0165011414004539-main.pdf | Versione pubblicata | Documento in Versione Editoriale | Digital Rights Management non definito | Administrator Richiedi una copia |
| Arhiv Version.pdf | Accepted manuscript | Bozza finale post-referaggio (post-print) |  | Open Access Visualizza/Apri |
Utilizza questo identificativo per citare o creare un link a questo documento:
http://hdl.handle.net/11368/2845646
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