Semi-parametric multivariate modelling when the marginals are the same

DOI10.1016/S0047-259X(03)00051-4zbMath1019.62049OpenAlexW2009268412MaRDI QIDQ1403420

Miguel Nakamura, Victor Perez-Abreu, James Stephen Marron

Publication date: 1 September 2003

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0047-259x(03)00051-4

zbMATH Keywords

infinitely divisibleenvironmental datarandom vectorsmeasures of correlationmultivariate characteristic functions

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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