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Marco, J. M.; Ruiz-Rivas, C.

On the construction of multivariate distributions with given nonoverlapping multivariate marginals. (English) Zbl 0756.62025

Stat. Probab. Lett. 15, No. 4, 259-265 (1992).
Summary: A method to generate \(n\)-variate cumulative distribution functions with given \(n_ i\)-variate, \(i=1,2,\dots,k\) (\(n=n_ 1+\cdots + n_ k\)) marginals is presented. The simplest nontrivial case applies to max- infinitely divisible marginals.

Cited in 3 Documents

MSC:

62H05 Characterization and structure theory for multivariate probability distributions; copulas

Keywords:

copula; fixed marginals; multivariate extremes; cumulative distribution functions; max-infinitely divisible marginals
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References:

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