Download e-book for iPad: Advances in Probability Distributions with Given Marginals: by G. Dall’aglio (auth.), G. Dall’Aglio, S. Kotz, G. Salinetti

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 might most likely already finish from theenthusiastic phrases within the first strains of this evaluation, this ebook can bestrongly advised to probabilists and statisticians who deal withdistributions with given marginals.
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Copula CXY . Let In that paper we established the following: X and Then the quantity tions: (A) a(X,Y) is well-defined. (B) a(X,Y) (C) 0 < a(X,Y) < 1. = a(Y,X). Y) 1 iff each of Yare independent. , iff CXY X. s. = Prod. a strictly monotone func- tion of the other. • iff Cxy = Min or CXY W. If CXY = Min, this function is increasing; if Cxy = W, it is decreasing. (F) If f and g are strictly monotone respectively. f. of X and relation coefficient r. function of Irl. Y) l£1 2 . v. f. 's H sequence n {H } Ran Y.

And Spruill, M. C. (1975) Unified large-sample theory of general chi-squared statistics for tests of fit, Ann. of Math. 65, 117-143. Mostert, P. S. and Shields. A. L. (1957) On the structure of semigroups on a compact manifold with boundary, Ann. Statist. 3, 599-616. Moynihan, R. (1978) On TT-semigroups of probability distribution 29. 30.

G. and Sampson, A. R. (1975) Uniform representations of bivariate distributions, Commun. Statist. 4, 617-627. Kimeldorf, G. and Sampson, A. R. (1978) Monotone dependence, Ann. Statist. 6, 895-903. Kimeldorf, G. and Sampson, A. R. (1987) Positive dependence orderings, Ann. Inst. Statist. Math. 39, 113-128. Kimeldorf, G. and Sampson, A. R. (1989) A framework for positive dependence, Ann. Inst. Statist. Math. 41, 31-45. Kotz, S. and Johnson, N. L. (1977) Proprietes de dependance des distributions interees generalisees deux variables FarlieGumbel-Morgenstern, C.

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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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