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On the Existence of Probability Distributions with Given Marginals

✍ Scribed by Mauch, F.


Book ID
118219704
Publisher
Society for Industrial and Applied Mathematics
Year
2004
Tongue
English
Weight
162 KB
Volume
48
Category
Article
ISSN
0040-585X

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Based on an analysis of copulas of elliptically contoured distributions, joint densities of continuous variables with given strictly increasing marginal distributions are constructed. A method utilized for this procedure is to embed the spherical distribution quantile transformation of each variable