On the construction of multivariate distributions with given nonoverlapping multivariate marginals
โ Scribed by J.M. Marco; C. Ruiz-Rivas
- Publisher
- Elsevier Science
- Year
- 1992
- Tongue
- English
- Weight
- 442 KB
- Volume
- 15
- Category
- Article
- ISSN
- 0167-7152
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
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
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
We address the problem of constructing and identifying a valid joint probability density function from a set of specified conditional densities. The approach taken is based on the development of relations between the joint and the conditional densities using Markov random fields (MRFs). We give a ne