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Article

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Submitted version

Publication date

1990

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Please use this identifier to cite or link to this item: https://hdl.handle.net/2445/151859

Multivariate distributions with given multivariate marginals and given dependence structure

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https://doi.org/10.1016/0047-259X(92)90078-T

Abstract

This paper provides a method of constructing multivariate distributions where both univariate margináis and correlation matrix are given. An extensión to multivariate margináis and given intercorrelation matrix is also obtained. This method yields a family of distributions which are totally linear regression and may be useful to generate exact samples for testing multivariate models, as well as for testing structural models where covariance structure is given, but the distribution need not be multivariate normal.

Description

Preprint enviat per a la seva publicació en una revista científica: Journal of Multivariate Analysis. Volume 42, Issue 1, July 1992, Pages 51-66 [https://doi.org/10.1016/0047-259X(92)90078-T]

Subject

Distribució (Teoria de la probabilitat), Anàlisi de correspondències (Estadística), Anàlisi de regressió

Subject (English)

Universitat de Barcelona. Institut de Matemàtica

Citation

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Preprints de Matemàtiques - Mathematics Preprint Series

Citation

CUADRAS, C. M. (Carlos María). Multivariate distributions with given multivariate marginals and given dependence structure. [consulted: 11 of August of 2026]. Available at: https://hdl.handle.net/2445/151859

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