Linkages: A tool for the construction of multivariate distributions with given nonoverlapping multivariate marginals

DOI10.1006/jmva.1996.0002zbMath0863.62049OpenAlexW2031283661MaRDI QIDQ1907830

Haijun Li, Marco Scarsini, Shaked, Moshe

Publication date: 3 June 1997

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

Full work available at URL: https://doi.org/10.1006/jmva.1996.0002

zbMATH Keywords

joint distributiondependence structurecopula functionlinkage functionstandard constructiongiven multivariate marginalsoverall stochastic dominancesetwise positive dependence propertiesstrong stochastic dominance order

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)

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