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Sklar's theorem in an imprecise setting

机译:Sklar定理在不精确的环境中

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摘要

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. (C) 2014 Elsevier B.V. All rights reserved.
机译:Sklar定理是一个重要工具,它通过copula将二维分布函数与其边际联系起来。当边际不精确时,我们可以通过p盒(可用的有序分布函数对)对可用信息进行建模。同样,我们可以考虑一组copula,而不是单个copula。我们研究了在这些条件下Sklar定理的扩展,并将获得的结果与不精确的随机排序联系起来。 (C)2014 Elsevier B.V.保留所有权利。

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