This note studies the dependence of joint mix random vectors from the perspective of covariance matrix. We first provide two useful methods in simulations to construct joint mix for Normal distribution. Then, we propose to characterize joint mix by covariance matrix for general marginal distribution. We present some examples showing that our methodology could provide supplementary results to relevant studies in literature.
|Journal||Communications in Statistics - Theory and Methods|
|Early online date||3 Apr 2019|
|Publication status||E-pub ahead of print - 3 Apr 2019|
- covariance matrix
- joint mixability
ASJC Scopus subject areas
- Statistics and Probability