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

被引：0

作者：

Maria Sarabia, Jose ^{[1
]}

Gomez-Deniz, Emilio ^{[2
]}

机构：

[1] Univ Cantabria, Dept Econ, E-39005 Santander, Spain

[2] Univ Las Palmas Gran Canaria, Dept Quantitat Methods, Gran Canaria, Spain

来源：

SORT-STATISTICS AND OPERATIONS RESEARCH TRANSACTIONS | 2008年 / 32卷 / 01期

关键词：

order statistics; Rosenblatt transformation; mixture distributions; conditionally specified distributions; skew distributions; variables in common; multivariate weighted distributions; vines; multivariate Zipf distributions; associated random variables;

D O I：

暂无

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

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.

引用

页码：3 / +

页数：44

共 50 条

[1] Construction of multivariate distributions: A review of some recent results
Department of Economics, University of Cantabria, Santander, Spain
不详
[J]. SORT, 2008, 1 (3-35):
[2] Discussion of Construction of multivariate distributions: A review of some recent results by Jose Maria Sarabia and Emilio Gomez-Deniz
Deparment of Statistics and O.R , Complutense University of Madrid, 28040-Madrid, Spain
不详
[J]. SORT, 2008, 1 (37-48):
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