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46 p, 2.2 MB 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)
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.
2008
SORT : statistics and operations research transactions, Vol. 32, Núm. 1 (January-June 2008) , p. 3-36  

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