Probability distributions with given multivariate marginals and given dependence structure

DOI10.1016/0047-259X(92)90078-TzbMath0773.62034MaRDI QIDQ1261299

Carles M. Cuadras

Publication date: 1 September 1993

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

discriminant analysiscopulasregressionmixture of distributionscovariance structurecorrelation matrixdependence structurestructural modelsmultivariate marginalsFréchet classesstatistical distanceintercorrelation matrixlinearizable regressionmethod of constructing multivariate distributionsunivariate marginals

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Linear regression; mixed models (62J05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (13)

Recent developments on the construction of bivariate distributions with fixed marginals ⋮ Probability densities from distances and discrimination ⋮ A note on inconsistent families of discrete multivariate distributions ⋮ Statistical Issues in Bayesian Meta-Analysis ⋮ GEVA: geometric variability-based approaches for identifying patterns in data ⋮ On possible dependence structures of a set of random variables ⋮ Some Observations on Copula Regression Functions ⋮ On a construction of multivariate distributions given some multidimensional marginals ⋮ Minimum Distance Probability Discriminant Analysis for Mixed Variables ⋮ The construction of multivariate distributions from Markov random fields ⋮ Copulas: A Review and Recent Developments ⋮ Vines -- a new graphical model for dependent random variables. ⋮ On the covariance between functions

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