Distributions With Given Marginals and Statistical Modelling - Hardcover

Hardcover

ISBN 10: 1402009143 ISBN 13: 9781402009143

Publisher: Springer, 2002

Synopsis

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, Ruschendorf, 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.

About this title

Synopsis

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.

Edition details

• Publisher: Springer
• Publication date: 2002
• Language: English
• ISBN 10: 1402009143
• ISBN 13: 9781402009143
• Binding: Hardcover
• Number of pages: 268
• Editor: Cuadras Carles M., Fortiana Josep, Rodríguez-Lallena José A.