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Distributions With Given Marginals and Statistical Modelling
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Kataloginformation
Feldname
Details
Dewey Class
519.2
Titel
Distributions With Given Marginals and Statistical Modelling ([EBook] /) / edited by Carles M. Cuadras, Josep Fortiana, José A. Rodriguez-Lallena.
Added Personal Name
Cuadras, Carles M.
editor.
Fortiana, Josep
editor.
Rodriguez-Lallena, José A.
editor.
Other name(s)
SpringerLink (Online service)
Veröffentl
Dordrecht : : Springer Netherlands : : Imprint: Springer, , 2002.
Physical Details
XXIV, 244 p. : online resource.
ISBN
9789401700610
Contents note
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.
System details note
Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users)
Internet Site
http://dx.doi.org/10.1007/978-94-017-0061-0
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Schlagwörter:
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Functional Analysis
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Integral Equations
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Mathematics
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Measure and Integration
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Measure theory
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Probabilities
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Probability theory and stochastic processes
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Statistics
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Statistics, general
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Authors:
Cuadras, Carles M.
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Fortiana, Josep
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Rodriguez-Lallena, José A.
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Corporate Authors:
SpringerLink (Online service)
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Classification:
519.2
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