具有有序边缘的二元分布
Bivariate distributions with ordered marginals
摘要：
本文给出了两个随机序随机变量之间所有可能的相依结构的一个刻画。答案是在Copula是兼容的随机顺序和边缘分布。给出了所有这些Copula的Kendall $τ$和Spearman $ρ$的极值的封闭形式.我们还找到了具有最大熵的联合分布的显式形式。给出了偏序空间中随机元的多元延拓和推广。
英文摘要：
This paper provides a characterization of all possible dependency structures between two stochastically ordered random variables. The answer is given in terms of copulas that are compatible with the stochastic order and the marginal distributions. The extremal values for Kendall's $τ$ and Spearman's $ρ$ for all these copulas are given in closed form. We also find an explicit form for the joint distribution with the maximal entropy. A multivariate extension and a generalization to random elements in partially ordered spaces are also provided.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
