Abstract:
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Multivariate distributions other than the normal distribution arise in many fields and have many applications in practice and theory. There are different approaches to construct multivariate distributions with specified univariate marginals. However, the specification of higher dimensional margins may exist only under special circumstances. This work considers a unified approach, based on the Gaussian Random Field Theory, to define some Gaussian related multivariate distributions, including multivariate Chi-square,t, and F distributions.
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