Overview

This book contains a selection of the papers presented at the meeting 'Distributions with given marginals and statistical modelling', held in Barcelona (Spain), July 17--20, 2000. In 24 chapters, this book covers topics such as the theory of copulas and quasi-copulas, the theory and compatibility of distributions, models for survival distributions and other well-known distributions, time series, categorical models, definition and estimation of measures of dependence, monotonicity and stochastic ordering, shape and separability of distributions, hidden truncation models, diagonal families, orthogonal expansions, tests of independence, and goodness of fit assessment. These topics share the use and properties of distributions with given marginals, this being the fourth specialised text on this theme. The innovative aspect of the book is the inclusion of statistical aspects such as modelling, Bayesian statistics, estimation, and tests. The contents of this book will be of interest to professors, researchers, and graduate students in mathematics, probability, and statistics, seeking new lines of analysis, probability, and statistical research.

Full Product Details

Author:   Carles M. Cuadras ,  Josep Fortiana ,  José A. Rodríguez-Lallena
Publisher:   Springer-Verlag New York Inc.
Imprint:   Springer-Verlag New York Inc.
Edition:   2002 ed.
Dimensions:   Width: 15.50cm , Height: 1.70cm , Length: 23.50cm
Weight:   1.250kg
ISBN:  

9781402009143

ISBN 10:   1402009143
Pages:   244
Publication Date:   31 October 2002
Audience:   College/higher education ,  Undergraduate
Format:   Hardback
Publisher's Status:   Active
Availability:   In Print  
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Table of Contents

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.

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