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New PDF release: Advances in Probability Distributions with Given Marginals:

By G. Dall’aglio (auth.), G. Dall’Aglio, S. Kotz, G. Salinetti (eds.)

ISBN-10: 9401055343

ISBN-13: 9789401055345

ISBN-10: 9401134669

ISBN-13: 9789401134668

As the reader could most likely already finish from theenthusiastic phrases within the first strains of this assessment, this e-book can bestrongly urged to probabilists and statisticians who deal withdistributions with given marginals.
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Additional info for Advances in Probability Distributions with Given Marginals: Beyond the Copulas

Example text

12) are com- monly known as the "Frechet bounds" and the standard reference is Frechet's groundbreaking 1951 paper [20]. essence) in Hoeffding's paper. entirely appropriate: Again, they may be found (in However. the attribution to Frechet is for, as A. W. Marshall reminded me at the Symposium, 19 THIRTY YEARS OF COPULAS they already appear (for the n-dimensional case, as bounds on the probability of the joint occurrence of n events) in a paper which Frechet wrote in 1935 [19]. 2. PROBABILISTIC METRIC SPACES From 1958 to 1976 virtually all of the results concerning copulas were obtained in connection with the study and development of the theory of probabilistic metric spaces.

Statist. Math. 41, 31-45. Kotz, S. and Johnson, N. L. (1977) Proprietes de dependance des distributions interees generalisees deux variables FarlieGumbel-Morgenstern, C. R. Acad. Sci. Paris 285A, 277-280. Kruskal, W. H. (1958) Ordinal measures of association, J. Amer. Statist. Assoc. 53, 814-861. Lehmann, E. L. (1966) Some concepts of dependence, Ann. Math. Statist. 37, 1137-1153. Ling, C. H. (1965) Representation of associative functions, Publ. Math. Debrecen 12, 189-212. Makarov, G. D. (1981) Estimates for the distribution function of a sum of two random variables when the marginal distributions are fixed, Theor.

25. Genest, C. and MacKay, R. J. (1986) The joy of copulas: bivariate distributions with uniform marginals, Amer. Statist. 40, 280-283. 26. Genest, C. and Rivest, L. P. (1989) A characterization of Gumbel's family of extreme value distributions, Statist. and Probab. Letters 8, 207-211. a 48 B. SCHWEIZER 27. Hoeffding, W. (1940) Masstabinvariante Korrelationstheorie, Schrif- 28. , Sherwood, H. and Taylor, M. D. (1988) Properties of a special class of doubly stochastic measures, Aequationes Math.

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Advances in Probability Distributions with Given Marginals: Beyond the Copulas by G. Dall’aglio (auth.), G. Dall’Aglio, S. Kotz, G. Salinetti (eds.)


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