Marginal-frechet-bounds for multidimensional distribution functions |
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| Authors: | Warmuth Walter |
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| Institution: | Sektion Mathematik , Humboidt-Universitat , Berlin, DDR - 1086 |
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| Abstract: | In this paper for an n-dimensional distribution function F and each natural number m, m<n, n-dimensional distribution functions Fl(m) and Fy(m) are constructed such that the m-dimensional marginal distributions are the same as for F and the following inequality holds Fl(m) ≦ F ≦ Fu(m) |
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| Keywords: | Multidimensional distribution functions singular distribution functions |
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