{"title":"Conditional Quantile Reproducibility of Multivariate Distributions and Simplified Pair Copula Construction","authors":"L. E. Melkumova, S. Y. Shatskikh","doi":"10.1137/S0040585X97T990319","DOIUrl":null,"url":null,"abstract":"We give an equivalent definition of the conditional quantile reproducibility property for multivariate probability distributions using the concept of copula. Based on this definition, we establish ...","PeriodicalId":51193,"journal":{"name":"Theory of Probability and its Applications","volume":"66 1","pages":"160-168"},"PeriodicalIF":0.5000,"publicationDate":"2021-05-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Theory of Probability and its Applications","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1137/S0040585X97T990319","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 0
Abstract
We give an equivalent definition of the conditional quantile reproducibility property for multivariate probability distributions using the concept of copula. Based on this definition, we establish ...
期刊介绍：
Theory of Probability and Its Applications (TVP) accepts original articles and communications on the theory of probability, general problems of mathematical statistics, and applications of the theory of probability to natural science and technology. Articles of the latter type will be accepted only if the mathematical methods applied are essentially new.
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