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Distributions with given marginals and statistical modelling
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 compatibilit...
Autores principales: | , , |
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Lenguaje: | eng |
Publicado: |
Springer
2002
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Materias: | |
Acceso en línea: | https://dx.doi.org/10.1007/978-94-017-0061-0 http://cds.cern.ch/record/1667176 |
Sumario: | 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. |
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