Distributions With Given Marginals and Statistical Modelling - Couverture rigide

Couverture rigide

ISBN 10 : 1402009143 ISBN 13 : 9781402009143

Editeur : Kluwer Academic Publishers, 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, 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.

Détails de l'édition

• Éditeur: Kluwer Academic Publishers
• Date d'édition: 2002
• Langue: anglais
• ISBN 10: 1402009143
• ISBN 13: 9781402009143
• Reliure: Relié
• Nombre de pages: 268
• Éditeur: Cuadras Carles M., Fortiana Josep, Rodríguez-Lallena José A.
• Coordonnées du fabricant: ProductSafety@springernature.com; ProductSafety@springernature.com; ; Poststr. 9; Darmstadt; 64293; Allemagne