Distributions With Given Marginals and Statistical Modelling

Edited by Carles M. Cuadras, Josep Fortiana and José A. Rodriguez-Lallena

in Springer Books from Springer

Date: 2002
ISBN: 978-94-017-0061-0
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Chapters in this book:

On Quasi-Copulas and Metrics

C. Alsina

Multivariate Survival Models Incorporating Hidden Truncation

Barry C. Arnold and Robert J. Beaver

Variation Independent Parameterizations of Multivariate Categorical Distributions

Wicher P. Bergsma and Tamás Rudas

A New Proof of Sklar’s Theorem

H. Carley and M. D. Taylor

Diagonal Distributions Via Orthogonal Expansions and Tests of Independence

Carles M. Cuadras

Principal Components of the Pareto Distribution

Carles M. Cuadras and Younes Lahlou

Shape of a Distribution Through the L2-Wasserstein Distance

Juan A. Cuesta-Albertos, Carlos Matrán Bea and Jesús M. Rodríguez Rodríguez

Realizable Monotonicity and Inverse Probability Transform

James Allen Fill and Motoya Machida

An Ordering Among Generalized Closeness Criteria

R. L. Fountain

The Bertino Family of Copulas

Gregory A. Fredricks and Roger 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

Christian Genest and Bas J. M. Werker

Maximum Correlations and Tests of Goodness-of-Fit

A. Grané and J. Fortiana

Which is the Right Laplace?

Samuel Kotz

A New Grade Measure of Monotone Multivariate Separability

T. Kowalczyk and M. Niewiadomska-Bugaj

Some Integration-by-Parts Formulas Involving 2-Copulas

X. Li, P. Mikusiński and M. D. Taylor

Bayesian Robustness for Multivariate Problems

Thomas Brendan Murphy

Concordance and Copulas: A Survey

Roger B. Nelsen

Multivariate Archimedean Quasi-Copulas

Roger B. Nelsen, José Juan Quesada-Molina, José Antonio Rodríguez-Lallena and Manuel Úbeda-Flores

Some New Properties of Quasi-Copulas

Roger B. Nelsen, José Juan Quesada-Molina, José Antonio Rodríguez-Lallena and Manuel Úbeda-Flores

Assignment Models for Constrained Marginals and Restricted Markets

D. Ramachandran and L. Rüschendorf

Variance Minimization and Random Variables with Constant Sum

Ludger Rüschendorf and Ludger Uckelmann

Conditional Expectations and Idempotent Copulæ

Carlo Sempi

Existence of Multivariate Distributions with Given Marginals

Ene-Margit Tiit

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DOI: 10.1007/978-94-017-0061-0

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