Constructing multivariate distributions with specific marginal distributions

DOI10.1006/jmva.1995.1079zbMath0863.62048OpenAlexW2078709428MaRDI QIDQ1907823

Kenneth J. Koehler, James T. Symanowski

Publication date: 15 June 1997

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

Full work available at URL: https://doi.org/10.1006/jmva.1995.1079

zbMATH Keywords

marginal distributionsjoint densitymultivariate survival analysisassociation parameterscontour plotsjoint cdfsimulating correlated observationsupper orthant dependence

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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