Construction of multivariate distributions: a review of some recent results.

Sarabia, José María, and Gómez-Déniz, Emilio. "Construction of multivariate distributions: a review of some recent results.." SORT 32.1 (2008): 3-36. <http://eudml.org/doc/42038>.

@article{Sarabia2008,
abstract = {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.},
author = {Sarabia, José María, Gómez-Déniz, Emilio},
journal = {SORT},
keywords = {order statistics; Rosenblatt transformation; mixture distributions; conditionally specified distributions; skew distributions; variables in common; multivariate weighted distributions; vines; multivariate Zipf distributions; associated random variables},
language = {eng},
number = {1},
pages = {3-36},
title = {Construction of multivariate distributions: a review of some recent results.},
url = {http://eudml.org/doc/42038},
volume = {32},
year = {2008},
}

TY - JOUR
AU - Sarabia, José María
AU - Gómez-Déniz, Emilio
TI - Construction of multivariate distributions: a review of some recent results.
JO - SORT
PY - 2008
VL - 32
IS - 1
SP - 3
EP - 36
AB - 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.
LA - eng
KW - order statistics; Rosenblatt transformation; mixture distributions; conditionally specified distributions; skew distributions; variables in common; multivariate weighted distributions; vines; multivariate Zipf distributions; associated random variables
UR - http://eudml.org/doc/42038
ER -