Linkages: A tool for the construction of multivariate distributions with given nonoverlapping multivariate marginals

DOI10.1006/jmva.1996.0002zbMath0863.62049MaRDI QIDQ1907830

Shaked, Moshe, Haijun Li, Marco Scarsini

Publication date: 3 June 1997

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

Full work available at URL: https://doi.org/10.1006/jmva.1996.0002

zbMATH Keywords

joint distribution; dependence structure; copula function; linkage function; standard construction; given multivariate marginals; overall stochastic dominance; setwise positive dependence properties; strong stochastic dominance order

Mathematics Subject Classification ID

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

60E05: Probability distributions: general theory

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