Rocio Hernandez Sanjaime

Rocio Hernandez Sanjaime
Universidad Miguel Hernández de Elche | UMH

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5
Publications
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Citations
Introduction
Skills and Expertise

Publications

Publications (5)
Article
Full-text available
We are witnessing the dramatic consequences of the COVID-19 pandemic which, unfortunately, go beyond the impact on the health system. Until herd immunity is achieved with vaccines, the only available mechanisms for controlling the pandemic are quarantines, perimeter closures and social distancing with the aim of reducing mobility. Governments only...
Preprint
Full-text available
We are witnessing the dramatic consequences of the COVID-19 pandemic which, unfortunately, go beyond the impact on the health system. Until herd immunity is achieved with vaccines, the only available mechanisms for controlling the pandemic are quarantines, perimeter closures and social distancing with the aim of reducing mobility. Governments only...
Article
Full-text available
The presence of unaccounted heterogeneity in simultaneous equation models (SEMs) is frequently problematic in many real-life applications. Under the usual assumption of homogeneity, the model can be seriously misspecified, and it can potentially induce an important bias in the parameter estimates. This paper focuses on SEMs in which data are hetero...
Article
Full-text available
Problems in estimating simultaneous equation models when error terms are not intertemporally uncorrelated has motivated the introduction of a new multivariate model referred to as Multilevel Simultaneous Equation Model (MSEM). The maximum likelihood estimation of the parameters of an MSEM has been set forth. Because of the difficulties associated w...
Article
Conventional simultaneous equation models assume that the error terms are serially independent. In some situations, data may present hierarchical or grouped structure and this assumption may be invalid. A new multivariate model referred as to Multilevel Simultaneous Equation Model (MSEM) is developed under this motivation. The maximum likelihood es...

Questions

Question (1)
Question
I have a set of random variables which are mutually dependent and each random variable is normally distributed.  I understand that the joint pdf of 2 or more normal random variables is not necessarily the multivariate normal distribution. But is it possible to obtain the joint pdf?  Can I use any technique for designing a joint distribution based on individual marginals  while preserving any dependence relationship between the random variables? I have heard about copula functions, but I don't know if it's suitable to employ them or how to use them.
So, knowing the marginals (which are not independent) I would like to define the joint. If that is possible, it would be helpful if you could provide how to do it.

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