The F-system distribution as an alternative to multivariate normality: An application in multivariatemodels with qualitative dependent variables

DOI10.1080/03610929108830489zbMath0732.62049OpenAlexW2124096596MaRDI QIDQ3358068

Steve Peristiani

Publication date: 1991

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929108830489

zbMATH Keywords

multivariate normalitylimited dependent variablemultivariate general linear modelmultivariate distribution systems

Mathematics Subject Classification ID

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

Related Items (2)

Likelihood inference for exchangeable continuous data with covariates and varying cluster sizes; use of the Farlie-Gumbel-Morgenstern model ⋮ Some Relationships Between Skew-Normal Distributions and Order Statistics from Exchangeable Normal Random Vectors

Cites Work

• Three digit accurate multiple normal probabilities
• Some properties and generalizations of multivariate Eyraud-Gumbel- Morgenstern distributions
• Bivariate Logistic Distributions
• A Computationally Efficient Quadrature Procedure for the One-Factor Multinomial Probit Model
• On some generalized farlie-gumbel-morgenstern distributions
• On some generalized farlie-gumbel-morgenstern distributions-II regression, correlation and further generalizations
• Correlation structure in Farlie-Gumbel-Morgenstern distributions
• Probability Integrals of Multivariate Normal and Multivariate $t^1$
• Cumulative Frequency Functions

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