Koehler, K. J.; Symanowski, J. T. - In: Journal of Multivariate Analysis 55 (1995) 2, pp. 261-282
A method is presented for constructing multivariate distributions with any specific set of univariate marginal distributions. This construction provides a rich class of distributions for modeling multivariate data as well as a basis for easily simulating correlated observations. The joint cdf...