发表机构
The School for Business and Society, University of York; Department of Mathematics and Statistics, McGill University（约克大学商业与社会学院; 麦吉尔大学数学与统计系）
机构由 AI 辅助整理，请以论文原文为准。AI 中文总结
研究多元均匀分布保持变换的随机反演问题，通过随机化定义逆变换克服其非单射性，该逆变换能保持随机向量均匀边际并产生不同copula，还证明了二元情况下的copula密度变换结果。
AI 中文摘要
考虑单位立方体的多元变换，其分量变换是分段连续可微且均匀分布保持（udp）的。利用随机化定义了一种随机逆变换以克服udp变换的非单射性质。该逆变换保持了根据copula分布的随机向量的均匀边际，且不同随机化产生不同的copula。证明了多元随机逆的copula密度变换结果并在二元情况下进行了说明。
英文摘要
A multivariate transformation of the unit cube with component transformations that are piecewise continuously differentiable and uniform distribution preserving (udp) is considered. A stochastic inverse transformation is defined using randomization to overcome the non-injective nature of the udp transformations. The inverse transformation preserves the uniform margins of a random vector distributed according to a copula and yields different copulas for different randomizations. A copula density transformation result for the multivariate stochastic inverse is proved and illustrated in the bivariate case.
Comments19 pages, 8 figures
