Remarks on a Multivariate Transformation. M. Rosenblatt in Ann. Math. Stat. 23:470 (1952). What the paper says!?
The paper provides the way to map a multivariate distribution to the uniform one (in the hypercube with the corresponding number of dimensions):
This is needed for, but apparently does not immediately provide, a technique of multivariate inverse random sampling, which is a problem of interest to us. To quote that technique, which appears to be a more or less straightforward application of this result from Rosenblatt, it is probably better to cite, e.g., Handbooks in Operations Research and Management Science. L. Devroye in Handbooks in Operations Research and Management Science §4:83 (2006). or Mark E. Johnson's "Multivariate Statistical Simulation" book (subtitled "A Guide to Selecting and Generating Continuous Multivariate Distributions")
A comment on this paper from an obituary:[1]