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On the construction of multivariate distributions with given nonoverlapping multivariate marginals

Author

Listed:
  • Marco, J. M.
  • Ruiz-Rivas, C.

Abstract

A method to generate n-variate cumulative distribution functions with given ni-variate, i = 1, 2, ..., k (n = n1 + ... + nk) marginals is presented. The simplest nontrivial case applies to max-infinitely divisible marginals.

Suggested Citation

  • Marco, J. M. & Ruiz-Rivas, C., 1992. "On the construction of multivariate distributions with given nonoverlapping multivariate marginals," Statistics & Probability Letters, Elsevier, vol. 15(4), pages 259-265, November.
    • Handle: RePEc:eee:stapro:v:15:y:1992:i:4:p:259-265
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    Cited by:

    1. Embrechts, Paul & Puccetti, Giovanni, 2006. "Bounds for functions of multivariate risks," Journal of Multivariate Analysis, Elsevier, vol. 97(2), pages 526-547, February.
    2. Nabil Kazi-Tani & Didier Rullière, 2017. "On a construction of multivariate distributions given some multidimensional marginals," Working Papers hal-01575169, HAL.
    3. Nabil Kazi-Tani & Didier Rullière, 2019. "On a construction of multivariate distributions given some multidimensional marginals," Post-Print hal-01575169, HAL.

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