On a construction of multivariate distributions given some multidimensional marginals
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Publication:5203945
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Cites work
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- A method for constructing multivariate distributions with given bivariate margins
- An introduction to copulas. Properties and applications
- Beyond simplified pair-copula constructions
- Censored Regression Quantiles
- Consistency property of elliptical probability density functions
- Construction of multivariate distributions with given marginals
- Densities of nested Archimedean copulas
- Dynamic linkages for multivariate distributions with given nonoverlapping multivariate marginals
- Elliptical copulas: Applicability and limitations.
- Exact distribution under independence of the diagonal section of the empirical copula
- Existence of probability measures with given marginals
- Hierarchical Kendall copulas: properties and inference
- Linkages: A tool for the construction of multivariate distributions with given nonoverlapping multivariate marginals
- Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
- Multivariate extreme‐value distributions with applications to environmental data
- On an asymmetric extension of multivariate Archimedean copulas based on quadratic form
- On the construction of multivariate distributions with given nonoverlapping multivariate marginals
- Pair-copula constructions of multiple dependence
- Parametric families of multivariate distributions with given margins
- Potentials of stopped distributions
- Probability distributions with given multivariate marginals
- Probability distributions with given multivariate marginals and given dependence structure
- Quantile and probability curves without crossing
- Robust Statistics
- Sampling nested Archimedean copulas
- Some properties of Schur-constant survival models and their copulas
- Tail dependence functions and vine copulas
- Verteilungsfunktionen mit gegebenen Marginalverteilungen
Cited in
(7)- Distributions with given marginals: the beginnings. An interview with Giorgio Dall'Aglio
- Generalized Wasserstein barycenters between probability measures living on different subspaces
- Theory & Methods: A Construction of Lancaster Probabilities with Margins in the Multidimensional Meixner Class
- Reconstructing discrete measures from projections. Consequences on the empirical sliced Wasserstein distance
- Probability distributions with given multivariate marginals
- On the construction of multivariate distributions with given nonoverlapping multivariate marginals
- Linkages: A tool for the construction of multivariate distributions with given nonoverlapping multivariate marginals
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