An order-statistics-based method for constructing multivariate distributions with fixed margin\-als

DOI10.1016/j.jmva.2008.02.019zbMath1151.62045MaRDI QIDQ957315

Rose D. Baker

Publication date: 27 November 2008

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2008.02.019

zbMATH Keywords

Farlie-Gumbel-Morgenstern distribution; marginal distribution; Bézier surface; copula. Bernstein polynomials

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62H20: Measures of association (correlation, canonical correlation, etc.)

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

62G30: Order statistics; empirical distribution functions

65C10: Random number generation in numerical analysis