Construction of multivariate distributions : a review of some recent results
Sarabia, José María (Universidad de Cantabria. Departamento de Economía)
Gómez-Déniz, Emilio (Universidad de las Palmas de Gran Canaria)

Date:	2008
Abstract:	The construction of multivariate distributions is an active field of research in theoretical and applied statistics. In this paper some recent developments in this field are reviewed. Specifically, we study and review the following set of methods: (a) Construction of multivariate distributions based on order statistics, (b) Methods based on mixtures, (c) Conditionally specified distributions, (d) Multivariate skew distributions, (e) Distributions based on the method of the variables in common and (f) Other methods, which include multivariate weighted distributions, vines and multivariate Zipf distributions.
Rights:	Tots els drets reservats
Language:	Anglès
Form:	article ; publishedVersion
Subject:	Order statistics ; Rosenblatt transformation ; Mixture distributions ; Conditionally specified distributions ; Skew distributions ; Variables in common ; Multivariate weighted distributions ; Vines ; Multivariate ; Zipf distributions ; Associated random variables
Published in:	SORT : statistics and operations research transactions, Vol. 32, Núm. 1 (January-June 2008) , p. 3-36, ISSN 1696-2281

46 p, 2.2 MB  Accés restringit a la UAB

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