Constructing multivariate distributions with specific marginal distributions

DOI10.1006/JMVA.1995.1079MaRDI QIDQ1907823zbMATH OpenOpenAlexFDO

Authors Kenneth J. Koehler, James T. Symanowski

Publication date 15 June 1997

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

Full work available at URL https://doi.org/10.1006/jmva.1995.1079

zbMATH Keywords

multivariate survival analysisjoint densitymarginal distributionsassociation parameterscontour plotsjoint cdfsimulating correlated observationsupper orthant dependence

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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• Asymptotic normality and Berry-Esseen results for conditional density estimator with censored and dependent data
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