A note on joint mix random vectors

Yugu Xiao and Jing Yao

Communications in Statistics - Theory and Methods, 2020, vol. 49, issue 12, 3063-3072

Abstract: This note studies the dependence of joint mix random vectors from the perspective of covariance matrix. We first provide two useful methods in simulations to construct joint mix for Normal distribution. Then, we propose to characterize joint mix by covariance matrix for general marginal distribution. We present some examples showing that our methodology could provide supplementary results to relevant studies in literature.

Date: 2020
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DOI: 10.1080/03610926.2019.1586937

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