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Probability Densities with Given Marginals

✍ Scribed by S. Kullback


Book ID
111973703
Publisher
Institute of Mathematical Statistics
Year
1968
Weight
528 KB
Volume
39
Category
Article
ISSN
0003-4851

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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