Linkages: A Tool for the Construction of Multivariate Distributions with Given Nonoverlapping Multivariate Marginals
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- Marco Scarsini & Moshe Shaked & Haijun Li, 1996. "Linkages: A tool for the construction of multivariate distributions with given nonoverlapping multivariate marginals," Post-Print hal-00541800, HAL.
References listed on IDEAS
- Dielman, Terry E. & Rose, Elizabeth L., 1995. "A bootstrap approach to hypothesis testing in least absolute value regression," Computational Statistics & Data Analysis, Elsevier, vol. 20(2), pages 119-130, August.
- Dielman, Terry E. & Rose, Elizabeth L., 1996. "A note on hypothesis testing in LAV multiple regression: A small sample comparison," Computational Statistics & Data Analysis, Elsevier, vol. 21(4), pages 463-470, April.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Li, Haijun & Scarsini, Marco & Shaked, Moshe, 1999.
"Dynamic Linkages for Multivariate Distributions with Given Nonoverlapping Multivariate Marginals,"
Journal of Multivariate Analysis,
Elsevier, vol. 68(1), pages 54-77, January.
- Marco Scarsini & Haijun Li & Moshe Shaked, 1999. "Dynamic linkages for multivariate distributions with given nonoverlapping multivariate marginals," Post-Print hal-00540267, HAL.
- Gautier Marti & Frank Nielsen & Philippe Donnat & S'ebastien Andler, 2016. "On clustering financial time series: a need for distances between dependent random variables," Papers 1603.07822, arXiv.org.
- Kaiser, Mark S. & Cressie, Noel, 2000. "The Construction of Multivariate Distributions from Markov Random Fields," Journal of Multivariate Analysis, Elsevier, vol. 73(2), pages 199-220, May.
- Bairamov, Ismihan & Khaledi, Baha-Eldin & Shaked, Moshe, 2014. "Stochastic comparisons of order statistics and their concomitants," Journal of Multivariate Analysis, Elsevier, vol. 124(C), pages 105-115.
- Alessio Sancetta, 2004.
"Copula Based Monte Carlo Integration in Financial Problems,"
wp04-02, Warwick Business School, Finance Group.
- Sancetta, A., 2005. "Copula Based Monte Carlo Integration in Financial Problems," Cambridge Working Papers in Economics 0506, Faculty of Economics, University of Cambridge.
- Sancetta, A. & Nikanrova, A., 2005. "Forecasting and Prequential Validation for Time Varying Meta-Elliptical Distributions with a Study of Commodity Futures Prices," Cambridge Working Papers in Economics 0516, Faculty of Economics, University of Cambridge.
- Belzunce, Félix & Ruiz, José M. & Suárez-Llorens, Alfonso, 2008. "On multivariate dispersion orderings based on the standard construction," Statistics & Probability Letters, Elsevier, vol. 78(3), pages 271-281, February.
- Fernández-Ponce, J.M. & Pellerey, F. & Rodríguez-Griñolo, M.R., 2011. "A characterization of the multivariate excess wealth ordering," Insurance: Mathematics and Economics, Elsevier, vol. 49(3), pages 410-417.
- Nabil Kazi-Tani & Didier Rullière, 2017. "On a construction of multivariate distributions given some multidimensional marginals," Working Papers hal-01575169, HAL.
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Keywordscopula given marginals dependence structure setwise positive dependence stochastic order standard construction;
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