Families of Multivariate Distributions Involving the Rosenblatt Construction

DOI10.1198/016214506000000159zbMath1171.62331OpenAlexW1979884458MaRDI QIDQ3434223

Barry C. Arnold, José María Sarabia, Enrique F. Castillo

Publication date: 23 April 2007

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1198/016214506000000159

zbMATH Keywords

distribution theoryquantile functionconditional quantile functionJones constructionDirichlet-beta distributionFarlie-Gumbel-Moregenstern-beta distributionFrank-beta distributionmultivariate normal-beta distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10)

Related Items (12)

The new unified representation of multivariate skewed distributions ⋮ Bivariate beta-generated distributions with applications to well-being data ⋮ A bivariate extension of the beta generated distribution derived from copulas ⋮ On Families of Distributions with Shape Parameters ⋮ Flexible asymmetric multivariate distributions based on two-piece univariate distributions ⋮ Generalized beta-generated distributions ⋮ Discrimination among bivariate beta-generated distributions ⋮ A Method for Multivariate Probability Distributions Construction via Parameter Dependence ⋮ A Class of Goodness-of-fit Tests Based on Transformation ⋮ On families of beta- and generalized gamma-generated distributions and associated inference ⋮ Families of Multivariate Distributions Involving “Triangular” Transformations ⋮ Contributions to the class of beta-generated distributions

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