Families of Multivariate Distributions Involving the Rosenblatt Construction
基于 Rosenblatt 构造的多元分布族
Recently, Jones pointed out a useful device for enriching families of univariate distributions. Typically, one may construct a random variable with distribution F by considering F−1(U),where U is a uniform (0,1) random variable. Jones suggested replacing the uniform random variable by a beta-distributed random variable. In this article an analogous enriching process is applied to the Rosenblatt construction of multivariate distributions. Several parametric families are…