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

DOI10.1006/JMVA.1996.0002MaRDI QIDQ1907830zbMATH OpenOpenAlexFDO

Authors Haijun Li, Marco Scarsini, Moshe Shaked

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

copula functionlinkage functionjoint distributiondependence structurestandard constructiongiven multivariate marginalsoverall stochastic dominancesetwise positive dependence propertiesstrong stochastic dominance order

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cited in

(24)

• On multivariate dispersion orderings based on the standard construction
• On a multivariate copula-based dependence measure and its estimation
• Stochastic comparisons of order statistics and their concomitants
• THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS
• On a construction of multivariate distributions given some multidimensional marginals
• Order statistics with multivariate concomitants: stochastic comparisons
• Two Variability Orders
• Bounds for functions of multivariate risks
• Non-parametric estimation of mutual information through the entropy of the linkage
• Vines -- a new graphical model for dependent random variables.
• A non-Gaussian spatial generalized linear latent variable model
• Quantifying directed dependence via dimension reduction
• Using copulas to model time dependence in stochastic frontier models
• Linkages
• Multivariate hazard rate orders
• Distributions with known initial hazard rate functions
• New multivariate aging notions based on the corrected orthant and the standard construction
• Vector copulas
• The construction of multivariate distributions from Markov random fields
• Copulas: A Review and Recent Developments
• Understanding Relationships Using Copulas
• A characterization of the multivariate excess wealth ordering
• Dynamic linkages for multivariate distributions with given nonoverlapping multivariate marginals
• Measure of complete dependence of random vectors

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