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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...

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Detalles Bibliográficos
Autores principales: Cuadras, Carles, Fortiana, Josep, Rodriguez-Lallena, José
Lenguaje:eng
Publicado: Springer 2002
Materias:
Acceso en línea:https://dx.doi.org/10.1007/978-94-017-0061-0
http://cds.cern.ch/record/1667176
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author Cuadras, Carles
Fortiana, Josep
Rodriguez-Lallena, José
author_facet Cuadras, Carles
Fortiana, Josep
Rodriguez-Lallena, José
author_sort Cuadras, Carles
collection CERN
description 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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publishDate 2002
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spelling cern-16671762021-04-21T21:15:09Zdoi:10.1007/978-94-017-0061-0http://cds.cern.ch/record/1667176engCuadras, CarlesFortiana, JosepRodriguez-Lallena, JoséDistributions with given marginals and statistical modellingMathematical Physics and MathematicsThis 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.Springeroai:cds.cern.ch:16671762002
spellingShingle Mathematical Physics and Mathematics
Cuadras, Carles
Fortiana, Josep
Rodriguez-Lallena, José
Distributions with given marginals and statistical modelling
title Distributions with given marginals and statistical modelling
title_full Distributions with given marginals and statistical modelling
title_fullStr Distributions with given marginals and statistical modelling
title_full_unstemmed Distributions with given marginals and statistical modelling
title_short Distributions with given marginals and statistical modelling
title_sort distributions with given marginals and statistical modelling
topic Mathematical Physics and Mathematics
url https://dx.doi.org/10.1007/978-94-017-0061-0
http://cds.cern.ch/record/1667176
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AT fortianajosep distributionswithgivenmarginalsandstatisticalmodelling
AT rodriguezlallenajose distributionswithgivenmarginalsandstatisticalmodelling