Distributions With Given Marginals and Statistical Modelling

Carles M. Cuadras (u. a.)

ISBN 10: 9048161363 / ISBN 13: 9789048161362

Editore: Springer, 2010

Distributions With Given Marginals and Statistical Modelling | Carles M. Cuadras (u. a.) | Taschenbuch | xxiv | Englisch | 2010 | Springer | EAN 9789048161362 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu Print on Demand. Codice articolo 107245385

Riassunto:

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.

Contenuti: 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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Titolo: Distributions With Given Marginals and ...
Casa editrice: Springer
Data di pubblicazione: 2010
Legatura: Taschenbuch
Condizione: Neu