Abstract:We describe the notion of Fréchet class as introduced originally by Maurice Fréchet and as it has evolved in present‐day probability and statistics. The main properties of a Fréchet class are described. We also point out how this notion has given rise to that of a copula in order to describe the dependence among the marginals.
Set email alert for when this publication receives citations?
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.