Families of multivariate distributions involving the rosenblatt construction

Journal of the American Statistical Association

Volumn 101, Issue 476, 2006, Pages 1652-1662

  Arnold, Barry C ^a   Castillo, Enrique ^b   Sarabia, José María ^b,c  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b Department of Applied Mathematics and Computational Sciences ^*  (Spain)

^c UNIVERSITY OF CANTABRIA   (Spain)

Author keywords

Conditional quantile function; Dirichlet beta distribution; Distribution theory; Farlie gumbel morgenstern beta distribution; Frank beta distribution; Jones construction; Multivariate normal beta distribution; Quantile function

Indexed keywords

EID: 33846096529     PISSN: 01621459     EISSN: None     Source Type: Journal    
DOI: 10.1198/016214506000000159     Document Type: Article

References (15)

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