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Construction of multivariate distributions with given marginals

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Summary

We make some remarks on the problem how to construct probability measures with given marginals. Questions of this kind arise if one wants to build a stochastic model in a situation where one has some idea of the kind of dependence and knows exactly certain marginal distributions.

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Authors and Affiliations

  1. University of Freiburg, Freiburg, Germany

    Ludger Rüschendorf

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  1. Ludger Rüschendorf
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Rüschendorf, L. Construction of multivariate distributions with given marginals. Ann Inst Stat Math 37, 225–233 (1985). https://doi.org/10.1007/BF02481093

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  • DOI: https://doi.org/10.1007/BF02481093

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