Linkages: A tool for the construction of multivariate distributions with given nonoverlapping multivariate marginals
DOI10.1006/JMVA.1996.0002zbMATH Open0863.62049OpenAlexW2031283661MaRDI QIDQ1907830FDOQ1907830
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
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Cited In (24)
- Stochastic comparisons of order statistics and their concomitants
- Bounds for functions of multivariate risks
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- Vines -- a new graphical model for dependent random variables.
- On a multivariate copula-based dependence measure and its estimation
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- On a construction of multivariate distributions given some multidimensional marginals
- New multivariate aging notions based on the corrected orthant and the standard construction
- Dynamic linkages for multivariate distributions with given nonoverlapping multivariate marginals
- Measure of complete dependence of random vectors
- A non-Gaussian spatial generalized linear latent variable model
- Distributions with known initial hazard rate functions
- The construction of multivariate distributions from Markov random fields
- On multivariate dispersion orderings based on the standard construction
- Linkages
- Copulas: A Review and Recent Developments
- Multivariate hazard rate orders
- THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS
- Quantifying directed dependence via dimension reduction
- Using copulas to model time dependence in stochastic frontier models
- A characterization of the multivariate excess wealth ordering
- Vector copulas
- Understanding Relationships Using Copulas
- Order statistics with multivariate concomitants: stochastic comparisons
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