✦ LIBER ✦

Dynamic Linkages for Multivariate Distributions with Given Nonoverlapping Multivariate Marginals

✍ Scribed by Haijun Li; Marco Scarsini; Moshe Shaked

Publisher: Elsevier Science
Year: 1999
Tongue: English
Weight: 179 KB
Volume: 68
Category: Article
ISSN: 0047-259X
DOI: 10.1006/jmva.1998.1783

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Linkages: A Tool for the Construction of

Linkages: A Tool for the Construction of Multivariate Distributions with Given Nonoverlapping Multivariate Marginals

✍ Haijun Li; Marco Scarsini; Moshe Shaked 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 577 KB

One of the most useful tools for handling multivariate distributions with given univariate marginals is the copula function. Using it, any multivariate distribution function can be represented in a way that emphasizes the separate roles of the marginals and of the dependence structure. The goal of t

On the construction of multivariate dist

On the construction of multivariate distributions with given nonoverlapping multivariate marginals

✍ J.M. Marco; C. Ruiz-Rivas 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 442 KB

Probability distributions with given mul

Probability distributions with given multivariate marginals and given dependence structure

✍ C.M Cuadras 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 722 KB

Parametric Families of Multivariate Dist

Parametric Families of Multivariate Distributions with Given Margins

✍ H. Joe 📂 Article 📅 1993 🏛 Elsevier Science 🌐 English ⚖ 838 KB

Parametric families of continuous bivariate distributions with given margins that include independence and perfect positive dependence are compared on the basis on some important properties. Since many such families exist, the comparisons are helpful for deciding on suitable models for multivariate