Copula representations and order statistics for conditionally independent random variables
Ismihan Bairamov
TL;DR
This paper explores how copula functions can represent conditionally independent variables and examines the distribution characteristics of their order statistics.
Contribution
It introduces new copula representations for conditionally independent variables and analyzes their order statistics' distribution properties.
Findings
Derived copula representations for conditionally independent variables
Analyzed distribution properties of order statistics in this context
Provided theoretical insights into dependence structures
Abstract
The copula representations for conditionally independent random variables and the distribution properties of order statistics of these random variables are studied.
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Taxonomy
TopicsStatistical Distribution Estimation and Applications · Probability and Risk Models · Financial Risk and Volatility Modeling