Berti, Patrizia; Dreassi, Emanuela; Rigo, Pietro - In: Journal of Multivariate Analysis 125 (2014) C, pp. 190-203
In various frameworks, to assess the joint distribution of a k-dimensional random vector X=(X1,…,Xk), one selects some putative conditional distributions Q1,…,Qk. Each Qi is regarded as a possible (or putative) conditional distribution for Xi given (X1,…,Xi−1,Xi+1,…,Xk). The Qi are...
