On the construction of multivariate distributions with given nonoverlapping multivariate marginals

DOI10.1016/0167-7152(92)90160-7zbMath0756.62025OpenAlexW1991689522MaRDI QIDQ1202306

Carmen Ruiz-Rivas, José Manuel Marco

Publication date: 22 February 1993

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(92)90160-7

zbMATH Keywords

copulamultivariate extremescumulative distribution functionsfixed marginalsmax-infinitely divisible marginals

Mathematics Subject Classification ID

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

Related Items (3)

Hierarchical Kendall copulas: Properties and inference ⋮ Bounds for functions of multivariate risks ⋮ On a construction of multivariate distributions given some multidimensional marginals

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