Distributions With Given Marginals and Statistical Modelling

Inhaltsverzeichnis

• 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.