Advances in Probability Distributions with Given Marginals: Beyond the Copulas

Paperback (Softcover reprint of the original 1st ed. 1991)
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Editorial Reviews

From the Publisher
As the reader would most probably already conclude from the enthusiastic words in the first lines of this review, this book can be strongly recommended to probabilists and statisticians who deal with distributions with given marginals.
Mededelingen van het Wiskundig Genootschap
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Product Details

  • ISBN-13: 9789401055345
  • Publisher: Springer Netherlands
  • Publication date: 12/31/2013
  • Series: Mathematics and Its Applications (closed) , #67
  • Edition description: Softcover reprint of the original 1st ed. 1991
  • Pages: 231
  • Product dimensions: 6.14 (w) x 9.21 (h) x 0.53 (d)

Table of Contents

Fréenet Classes: the beginnings.- Thirty years of copulas.- Copulas and association.- Convolutions for dependent random variables.- Probabilistic interpretations of copulas and their convex sums.- A new approach to dependence in multivariate distributions.- A family of partial orderings for positive dependence among fixed marginal bivariate distributions.- Indecomposable marginal problems.- Fréchet-bounds and their applications.- Extremal solutions in the marginal problem.- On Eyraud-Farlie-Gumbel-Morgenstern random processes.- Author Index.

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