Probability distributions with given multivariate marginals and given dependence structure
โ Scribed by C.M Cuadras
- Publisher
- Elsevier Science
- Year
- 1992
- Tongue
- English
- Weight
- 722 KB
- Volume
- 42
- Category
- Article
- ISSN
- 0047-259X
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
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
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