Construction of multivariate distributions with given marginals (Q1062711): Difference between revisions
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Construction of multivariate distributions with given marginals |
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Construction of multivariate distributions with given marginals (English)
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1985
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We make some remarks on the problem how to construct probability measures with given marginals. Questions of this kind arise if one wants to build a stochastic model in a situation where one has some idea of the kind of dependence and knows exactly certain marginal distributions.
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modelling stochastic dependence
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independence structure
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construction of multivariate distributions
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given marginals
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