Displaying similar documents to “Characterization of the Multivariate Normal Distribution by Conditional Normal Distributions.”

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

José María Sarabia, Emilio Gómez-Déniz (2008)

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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...