Distributions With Given Marginals and Statistical Modelling
| Other Authors: | , , |
|---|---|
| Format: | eBook |
| Language: | English |
| Published: |
Dordrecht
Springer Netherlands
2002, 2002
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| Edition: | 1st ed. 2002 |
| Subjects: | |
| Online Access: | |
| Collection: | Springer Book Archives -2004 - Collection details see MPG.ReNa |
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