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Distributions With Given Marginals and Statistical Modelling

Paperback Engels 2010 9789048161362
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Samenvatting

This volume contains the papers presented at the meeting "Distributions with given marginals and statistical modelling", held in Barcelona (Spain), July 17- 20, 2000. This is the fourth meeting on given marginals, showing that this topic has aremarkable interest. BRIEF HISTORY The construction of distributions with given marginals started with the seminal papers by Hoeffding (1940) and Fn!chet (1951). Since then, many others have contributed on this topic: Dall' Aglio, Farlie, Gumbel, Johnson, Kellerer, Kotz, Morgenstern, Marshali, Olkin, Strassen, Vitale, Whitt, etc., as weIl as Arnold, Cambanis, Deheuvels, Genest, Frank, Joe, Kirneldorf, Nelsen, Rüschendorf, Sampson, Scarsini, Tiit, etc. In 1957 Sklar and Schweizer introduced probabilistic metric spaces. In 1975 Kirneldorf and Sampson studied the uniform representation of a bivariate dis­ tribution and proposed the desirable conditions that should be satisfied by any bivariate family. In 1991 Darsow, Nguyen and Olsen defined a natural operation between cop­ ulas, with applications in stochastic processes. In 1993, AIsina, Nelsen and Schweizer introduced the notion of quasi-copula.

Specificaties

ISBN13:9789048161362
Taal:Engels
Bindwijze:paperback
Aantal pagina's:244
Uitgever:Springer Netherlands
Druk:0

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Inhoudsopgave

Preface. List of Participants. On quasi-copulas and metrics; C. Alsina. Multivariate survival models incorporating hidden truncation; B.C. Arnold, R.J. Beaver. Variation independent parameterizations of multivariate categorical distributions; W.P. Bergsma, T. Rudas. A New Proof of Sklar's Theorem; H. Carley, M.D. Taylor. Diagnonal distributions via orthogonal expansions and tests of independence; C.M. Cuadras. Principal Components of the Pareto distribution; C.M. Cuadras, Y. Lahlou. Shape of a distribution through the L22-Wasserstein Distance; J.A. Cuesta-Albertos, C. Matrán Bea, J.M. Rodríguez Rodríguez. Realizable Monotonicity and Inverse Probability Transform; J.A. Fill, M. Machida. An Ordering Among Generalized Closeness Criteria; R.L. Fountain. The Bertino family of copulas; G.A. Fredricks, R.B. Nelsen. Time series models with given interactions; R. Fried. Conditions for the asymptotic semiparametric efficiency of an omnibus estimator of dependence parameters in copula models; C. Genest, B.J.M. Werker. Maximum correlations and tests of goodness-of-fit; A. Grané, J. Fortiana. Which is the right Laplace? S. Kotz. A New Grade Measure of Monotone Multivariate Separability; T. Kowalczyk, M. Niewiadomska-Bugai. Some Integration-by-Parts Formulas Involving 2-Copulas; X. Li, P. Mikusinski, M.D. Taylor. Bayesian Robustness for Multivariate Problems; T.B. Murphy. Concordance and copulas: A survey; R.B. Nelsen. Multivariate Archimedean quasi-copulas; R.B. Nelsen, J.J. Quesada-Molina, J.A. Rodríguez-Lallena, M. Úbeda-Flores. Some new properties of quasi-copulas; R.B. Nelsen, J.J. Quesada-Molina, J.A. Rodríguez-Lallena, M. Úbeda-Flores. Assignment Models for Constrained Marginals and Restricted Markets; D.Ramachandran, L. Rüschendorf. Variance minimization and random variables with constant sum; L. Rüschendorf, L. Uckelmann. Conditional Expectations and Idempotent Copulae; C. Sempi. Existence of Multivariate Distributions with Given Marginals; E.-M. Tiit. Topic Index.

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