On the construction of multivariate distributions with given nonoverlapping multivariate marginals

J. M. Marco and C. Ruiz-Rivas

Statistics & Probability Letters, 1992, vol. 15, issue 4, 259-265

Abstract: A method to generate n-variate cumulative distribution functions with given ni-variate, i = 1, 2, ..., k (n = n1 + ... + nk) marginals is presented. The simplest nontrivial case applies to max-infinitely divisible marginals.

Keywords: Copula; fixed; marginals; multivariate; extremes. (search for similar items in EconPapers)
Date: 1992
References: Add references at CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0167-7152(92)90160-7
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:15:y:1992:i:4:p:259-265

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().