An order-statistics-based method for constructing multivariate distributions with fixed marginals
(2008)
Journal Article
Baker, R. (2008). An order-statistics-based method for constructing multivariate distributions with fixed marginals. Journal of Multivariate Analysis, 99(10), 2312-2327. https://doi.org/10.1016/j.jmva.2008.02.019
A new system of multivariate distributions with fixed marginal distributions is introduced via the consideration of random variates that are randomly chosen pairs of order statistics of the marginal distributions. The distributions allow arbitrary po... Read More about An order-statistics-based method for constructing multivariate distributions with fixed marginals.