Distributions With Given Marginals and Statistical Modelling by Carles M. CuadrasDistributions With Given Marginals and Statistical Modelling by Carles M. Cuadras

Distributions With Given Marginals and Statistical Modelling

EditorCarles M. Cuadras, Josep Fortiana, José A. Rodríguez-Lallena

Paperback | December 1, 2010

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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.
Title:Distributions With Given Marginals and Statistical ModellingFormat:PaperbackDimensions:268 pagesPublished:December 1, 2010Publisher:Springer NetherlandsLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:9048161363

ISBN - 13:9789048161362

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Table of Contents

Preface. List of Participants. On quasi-copulas and metrics; C. Alsina. Multivariate survival models incorporating hidden truncation; B.C. Arnold, R.J. Beaver. Variation independent parameterizations of multivariate categorical distributions; W.P. Bergsma, T. Rudas. A New Proof of Sklar's Theorem; H. Carley, M.D. Taylor. Diagnonal distributions via orthogonal expansions and tests of independence; C.M. Cuadras. Principal Components of the Pareto distribution; C.M. Cuadras, Y. Lahlou. Shape of a distribution through the L22-Wasserstein Distance; J.A. Cuesta-Albertos, C. Matrán Bea, J.M. Rodríguez Rodríguez. Realizable Monotonicity and Inverse Probability Transform; J.A. Fill, M. Machida. An Ordering Among Generalized Closeness Criteria; R.L. Fountain. The Bertino family of copulas; G.A. Fredricks, R.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; C. Genest, B.J.M. Werker. Maximum correlations and tests of goodness-of-fit; A. Grané, J. Fortiana. Which is the right Laplace? S. Kotz. A New Grade Measure of Monotone Multivariate Separability; T. Kowalczyk, M. Niewiadomska-Bugai. Some Integration-by-Parts Formulas Involving 2-Copulas; X. Li, P. Mikusinski, M.D. Taylor. Bayesian Robustness for Multivariate Problems; T.B. Murphy. Concordance and copulas: A survey; R.B. Nelsen. Multivariate Archimedean quasi-copulas; R.B. Nelsen, J.J. Quesada-Molina, J.A. Rodríguez-Lallena, M. Úbeda-Flores. Some new properties of quasi-copulas; R.B. Nelsen, J.J. Quesada-Molina, J.A. Rodríguez-Lallena, M. Úbeda-Flores. Assignment Models for Constrained Marginals and Restricted Markets; D. Ramachandran, L. Rüschendorf. Variance minimization and random variables with constant sum; L. Rüschendorf, L. Uckelmann. Conditional Expectations and Idempotent Copulae; C. Sempi. Existence of Multivariate Distributions with Given Marginals; E.-M. Tiit. Topic Index.