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.

Bibliographic Details

Main Authors:	Cuadras, Carles M. editor., Fortiana, Josep. editor., Rodriguez-Lallena, José A. editor., SpringerLink (Online service)
Format:	Texto biblioteca
Language:	eng
Published:	Dordrecht : Springer Netherlands : Imprint: Springer, 2002
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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