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Editors: Carles M. Cuadras, Josep Fortiana, José A. Rodriguez-Lallena
This volume contains the papers presented at the meeting "Distributions with given marginals and statistical modelling," held in Barcelona (Spain), July 17- 20, 2000. This is the fourth meeting on given marginals, showing that this topic has aremarkable interest. BRIEF HISTORY The construction of distributions with given marginals started with the seminal papers by Hoeffding (1940) and Fn!chet (1951). Since then, many others have contributed on this topic: Dall' Aglio, Farlie, Gumbel, Johnson, Kellerer, Kotz, Morgenstern, Marshali, Olkin, Strassen, Vitale, Whitt, etc., as weIl as Arnold, Cambanis, Deheuvels, Genest, Frank, Joe, Kirneldorf, Nelsen, Ruschendorf, Sampson, Scarsini, Tiit, etc. In 1957 Sklar and Schweizer introduced probabilistic metric spaces. In 1975 Kirneldorf and Sampson studied the uniform representation of a bivariate dis tribution and proposed the desirable conditions that should be satisfied by any bivariate family. In 1991 Darsow, Nguyen and Olsen defined a natural operation between cop ulas, with applications in stochastic processes. In 1993, AIsina, Nelsen and Schweizer introduced the notion of quasi-copula.
Table of contents (24 chapters)
Front Matter
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
Back Matter
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