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Random variables generated by ranks in dependent schemes

Abstract.

Some nonstationary sequences having independent vector of ranks and vector of order statistics are under consideration. We extend some characterizations in a class of independent r.v.'s to a class of Archimedean copula processes and construct the interpretation which gives us a simple way for simulating Archimedean copula processes.

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Received November 1997

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Malov, S. Random variables generated by ranks in dependent schemes. Metrika 48, 61–67 (1998). https://doi.org/10.1007/PL00003972

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  • DOI: https://doi.org/10.1007/PL00003972

  • Key words: Archimedean copula
  • order statistics
  • antiranks
  • sequential ranks
  • records