Construction of multivariate distributions: a review of some recent results
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...
| Autores: | , |
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| Tipo de recurso: | artículo |
| Fecha de publicación: | 2008 |
| País: | España |
| Institución: | Universidad de Cantabria (UC) |
| Repositorio: | UCrea Repositorio Abierto de la Universidad de Cantabria |
| Idioma: | inglés |
| OAI Identifier: | oai:repositorio.unican.es:10902/4213 |
| Acceso en línea: | http://hdl.handle.net/10902/4213 |
| Access Level: | acceso abierto |
| Palabra clave: | Order statistics Rosenblatt transformation Mixture distributions Conditionally specified distributions Skew distributions Variables in common Multivariate weighted distributions Vines Multivariate Zipf distributions Associated random variables |
| Sumario: | 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. |
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