Construction of multivariate distributions with given marginals

DOI10.1007/BF02481093zbMath0573.62045MaRDI QIDQ1062711

Ludger Rüschendorf

Publication date: 1985

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

independence structureconstruction of multivariate distributionsgiven marginalsmodelling stochastic dependence

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (17)

Uncorrelatedness sets of bounded random variables ⋮ On bivariate extension of the univariate transmuted family ⋮ Geometry of vectorial martingale optimal transportations and duality ⋮ Unnamed Item ⋮ Bivariate copulas generated by perturbations ⋮ A multivariate Bahadur-Kiefer representation for the empirical Copula process ⋮ Joint characteristic functions construction via copulas ⋮ Compatibility, desirability, and the running intersection property ⋮ Polynomial bivariate copulas of degree five: characterization and some particular inequalities ⋮ Bounds for functions of multivariate risks ⋮ A New Characterization of Bivariate Copulas ⋮ On a construction of multivariate distributions given some multidimensional marginals ⋮ The impact on the properties of the EFGM copulas when extending this family ⋮ Probability distributions with given multivariate marginals and given dependence structure ⋮ The construction of multivariate distributions from Markov random fields ⋮ Combining Cumulative Sum Change‐Point Detection Tests for Assessing the Stationarity of Univariate Time Series ⋮ Copulas: A Review and Recent Developments

Cites Work

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• On some generalized farlie-gumbel-morgenstern distributions-II regression, correlation and further generalizations
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• On a Sequence of Almost Deterministic Pairwise Independent Random Variables
• Correlation and Complete Dependence of Random Variables
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