#StackBounty: #multivariate-analysis #marginal Multivariate distribution with specific (multivariate) marginal distributions

Bounty: 50

Let suppose I have a 6-variate random variable $mathbf{x}=(x_1,x_2,x_3,x_4,x_5,x_6)$.

What I want is to define a multivariate distribution for $mathbf{x}$ with some specific multivariate marginals. More precisely I’d like that the subsets $(x_1,x_2,x_3)$, $(x_4,x_5,x_6)$, $(x_1,x_4)$, $(x_2,x_5)$, $(x_3,x_6)$ have some specific distributions.
Is there some results that can help me in building a multivariate distribution with the desired properties?

Thank you


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