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A continuous general multivariate distribution and its properties

Authors :
Joan Augé
Carles M. Cuadras
Source :
Communications in Statistics - Theory and Methods. 10:339-353
Publication Year :
1981
Publisher :
Informa UK Limited, 1981.

Abstract

Starting from two known continuous univariate distributions, a bivariate distribution is constructed depending on a parameter which measures the degree of stochastic dependence between the two random variables. From the foregoing construction we then pass to a multivariate-type distribution, constructed using only univariate distributions and an association matrix. Some properties of the multivariate and bivariate case are studied.

Details

ISSN :
1532415X and 03610926
Volume :
10
Database :
OpenAIRE
Journal :
Communications in Statistics - Theory and Methods
Accession number :
edsair.doi...........c12513ddd71f573413f97398fba5f418
Full Text :
https://doi.org/10.1080/03610928108828042