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On structural approximating multivariate discrete probability distributions. (English) Zbl 0547.62034
The purpose of structural approximating is to develop a flexible parametric model applicable to estimating various types of probability distributions. The approach combines the idea of product approximating with the concept of finite mixtures. To optimize mixtures of product approximations the maximum-likelihood principle is used. An efficient numerical solution is enabled by a convergent iterative procedure. A numerical example previously used by other authors is included to compare different structural approximations. (Author’s summary)
Reviewer: J.Panaretos

MSC:
62H05 Characterization and structure theory for multivariate probability distributions; copulas
65C99 Probabilistic methods, stochastic differential equations
62H12 Estimation in multivariate analysis
62E20 Asymptotic distribution theory in statistics
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