Probability distributions with given multivariate marginals and given dependence structure (Q1261299)

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scientific article; zbMATH DE number 404624
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Probability distributions with given multivariate marginals and given dependence structure
scientific article; zbMATH DE number 404624

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    Probability distributions with given multivariate marginals and given dependence structure (English)
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    1 September 1993
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    dependence structure
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    regression
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    discriminant analysis
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    Fréchet classes
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    copulas
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    linearizable regression
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    mixture of distributions
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    method of constructing multivariate distributions
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    univariate marginals
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    correlation matrix
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    multivariate marginals
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    intercorrelation matrix
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    structural models
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    covariance structure
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    statistical distance
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