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- W2009268412 abstract "A model is developed for multivariate distributions which have nearly the same marginals, up to shift and scale. This model, based on “interpolation” of characteristic functions, gives a new notion of “correlation”. It allows straightforward nonparametric estimation of the common marginal distribution, which avoids the “curse of dimensionality” present when nonparametically estimating the full multivariate distribution. The method is illustrated with environmental monitoring network data, where multivariate modelling with common marginals is often appropriate." @default.
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- W2009268412 date "2003-08-01" @default.
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- W2009268412 title "Semi-parametric multivariate modelling when the marginals are the same" @default.
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- W2009268412 doi "https://doi.org/10.1016/s0047-259x(03)00051-4" @default.
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