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Construction of multivariate distributions with given marginals - MaRDI portal

Construction of multivariate distributions with given marginals (Q1062711)

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scientific article; zbMATH DE number 3915432
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English
Construction of multivariate distributions with given marginals
scientific article; zbMATH DE number 3915432

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    Construction of multivariate distributions with given marginals (English)
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    1985
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    We make some remarks on the problem how to construct probability measures with given marginals. Questions of this kind arise if one wants to build a stochastic model in a situation where one has some idea of the kind of dependence and knows exactly certain marginal distributions.
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    modelling stochastic dependence
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    independence structure
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    construction of multivariate distributions
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    given marginals
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