Construction of multivariate distributions with given marginals |
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| Authors: | Ludger Rüschendorf |
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| Affiliation: | (1) University of Freiburg, Freiburg, Germany |
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| Abstract: | 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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| Keywords: | Marginals multivariate distributions independence structure |
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