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Distributions With Given Marginals and Statistical Modelling [electronic resource] /
On quasi-copulas and metrics -- Multivariate survival models incorporating hidden truncation -- Variation independent parameterizations of multivariate categorical distributions -- A New Proof of Sklar’s Theorem -- Diagonal distributions via orthogonal expansions and tests of independence -- Principal Components of the Pareto distribution -- Shape of a distribution through the L2-Wasserstein Distance -- Realizable Monotonicity and Inverse Probability Transform -- An Ordering Among Generalized Closeness Criteria -- The Bertino family of copulas -- Time series models with given interactions -- Conditions for the asymptotic semiparametric efficiency of an omnibus estimator of dependence parameters in copula models -- Maximum correlations and tests of goodness-of-fit -- Which is the right Laplace? -- A New Grade Measure of Monotone Multivariate Separability -- Some Integration-by-Parts Formulas Involving 2-Copulas -- Bayesian Robustness for Multivariate Problems -- Concordance and copulas: A survey -- Multivariate Archimedean quasi-copulas -- Some new properties of quasi-copulas -- Assignment Models for Constrained Marginals and Restricted Markets -- Variance minimization and random variables with constant sum -- Conditional Expectations and Idempotent Copulæ -- Existence of Multivariate Distributions with Given Marginals.
| Main Authors: | , , , |
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| Format: | Texto biblioteca |
| Language: | eng |
| Published: |
Dordrecht : Springer Netherlands : Imprint: Springer,
2002
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| Subjects: | Mathematics., Functional analysis., Integral equations., Measure theory., Probabilities., Statistics., Probability Theory and Stochastic Processes., Statistics, general., Measure and Integration., Functional Analysis., Integral Equations., |
| Online Access: | http://dx.doi.org/10.1007/978-94-017-0061-0 |
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