scientific article; zbMATH DE number 4003291
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zbMATH Open0618.62066MaRDI QIDQ4728048FDOQ4728048
Authors: È.-M. Tiĭt 
Publication date: 1986
Title of this publication is not available (Why is that?)
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mixturelinear decompositiongiven correlation matrixsimple distributionsconvex combination of correlation matricesgiven one-dimensional marginal distributionsHoeffding's maximal and minimal common distributions
Multivariate analysis (62H99) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
Cited In (14)
- Construction of random vectors of heterogeneous component variables under specified correlation structures
- A universal approach to matching marginals and sums
- Multivariate distributions with fixed marginals and correlations
- Case studies in multivariate-to-anything transforms for partially specified random vector gener\-a\-tion
- Constructing discrete unbounded distributions with Gaussian-copula dependence and given rank correlation
- Initialization for NORTA: generation of random vectors with specified marginals and correlations
- Title not available (Why is that?)
- Copulas with prescribed correlation matrix
- Modelling correlated random variables
- Chessboard Distributions and Random Vectors with Specified Marginals and Covariance Matrix
- A note on joint mix random vectors
- Probability distributions with given multivariate marginals and given dependence structure
- Title not available (Why is that?)
- Generating random correlation matrices based on partial correlations
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