Marron, J. S.; Nakamura, Miguel; Pérez-Abreu, Víctor - In: Journal of Multivariate Analysis 86 (2003) 2, pp. 310-329
A model is developed for multivariate distributions which have nearly the same marginals, up to shift and scale. This model, based on "interpolation" of characteristic functions, gives a new notion of "correlation". It allows straightforward nonparametric estimation of the common marginal...