Distributions with Given Marginals and Statistical Modelling

Descripción:

Contains a selection of the papers presented at the meeting 'Distributions with given marginals and statistical modelling', held in Barcelona, July 17-20, 2000. This book covers topics such as the theory of copulas and quasi-copulas, the theory and compatibility of distributions, models for survival distributions, and others. Editor(s): Cuadras, C.M.; Fortiana, Josep; Rodriquez-Lallena, Jose A. Num Pages: 244 pages, biography. BIC Classification: PBT; PBWL. Category: (UU) Undergraduate. Dimension: 235 x 155 x 17. Weight in Grams: 1250. . 2002. Hardback. . . . . Books ship from the US and Ireland. N° de ref. del artículo V9781402009143

Denunciar este artículo

Sinopsis:

Reseña del editor: This volume contains the papers presented at the meeting "Distributions with given marginals and statistical modelling", held in Barcelona (Spain), July 17- 20, 2000. This is the fourth meeting on given marginals, showing that this topic has aremarkable interest. BRIEF HISTORY The construction of distributions with given marginals started with the seminal papers by Hoeffding (1940) and Fn!chet (1951). Since then, many others have contributed on this topic: Dall' Aglio, Farlie, Gumbel, Johnson, Kellerer, Kotz, Morgenstern, Marshali, Olkin, Strassen, Vitale, Whitt, etc., as weIl as Arnold, Cambanis, Deheuvels, Genest, Frank, Joe, Kirneldorf, Nelsen, Rüschendorf, Sampson, Scarsini, Tiit, etc. In 1957 Sklar and Schweizer introduced probabilistic metric spaces. In 1975 Kirneldorf and Sampson studied the uniform representation of a bivariate dis­ tribution and proposed the desirable conditions that should be satisfied by any bivariate family. In 1991 Darsow, Nguyen and Olsen defined a natural operation between cop­ ulas, with applications in stochastic processes. In 1993, AIsina, Nelsen and Schweizer introduced the notion of quasi-copula.