Construction of multivariate probability distributions with fully reproducible conditional quantiles

DOI10.3103/S1066369X20110031zbMath1468.60021OpenAlexW3117127634MaRDI QIDQ2027900

L. E. Melkumova

Publication date: 28 May 2021

Published in: Russian Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1066369x20110031

zbMATH Keywords

Pfaffian equationconditional quantile reproducibilityquantile differential equation

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05)

Cites Work

• An introduction to copulas.
• Maximum Likelihood Method in de Finetti's Theorem
• Asymptotic Properties of Conditional Quantiles for a Class of Symmetric Distributions
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