Mostra el registre d'ítem simple
Construction of multivariate distributions: a review of some recent results
dc.contributor.author | Sarabia Alzaga, José María |
dc.contributor.author | Gómez Déniz, Emilio |
dc.date.accessioned | 2010-04-26T12:11:23Z |
dc.date.available | 2010-04-26T12:11:23Z |
dc.date.issued | 2008 |
dc.identifier.citation | Sarabia Alzaga , José María; Gómez Déniz, Emilio. Construction of multivariate distributions: a review of some recent results. "SORT", 2008, vol. 32, núm. 1, p. 3-36. |
dc.identifier.issn | 1696-2281 |
dc.identifier.uri | http://hdl.handle.net/2099/8930 |
dc.description.abstract | 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. |
dc.format.extent | 34 p. |
dc.language.iso | eng |
dc.publisher | Institut d'Estadística de Catalunya |
dc.rights | Attribution-NonCommercial-NoDerivs 3.0 Spain |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/es/ |
dc.subject | Àrees temàtiques de la UPC::Matemàtiques i estadística::Estadística matemàtica |
dc.subject.lcsh | Distribution (Probability theory) |
dc.subject.lcsh | Multivariate analysis |
dc.subject.other | Order statistics |
dc.subject.other | Rosenblatt transformation |
dc.subject.other | Mixture distributions |
dc.subject.other | Conditionally specified distributions |
dc.subject.other | Skew distributions |
dc.subject.other | Variables in common |
dc.subject.other | Multivariate weighted distributions |
dc.subject.other | Vines |
dc.subject.other | Multivariate |
dc.title | Construction of multivariate distributions: a review of some recent results |
dc.type | Article |
dc.subject.lemac | Distribució (Teoria de la probabilitat) |
dc.subject.lemac | Anàlisi multivariable |
dc.description.peerreviewed | Peer Reviewed |
dc.subject.ams | Classificació AMS::60 Probability theory and stochastic processes::60E Distribution theory |
dc.subject.ams | Classificació AMS::60 Probability theory and stochastic processes::60H Stochastic analysis |
dc.rights.access | Open Access |
local.citation.author | Sarabia Alzaga , José María; Gómez Déniz, Emilio |
local.citation.publicationName | SORT |
local.citation.volume | 32 |
local.citation.number | 1 |
local.citation.startingPage | 3 |
local.citation.endingPage | 36 |