E-Book, Englisch, Band 67, 231 Seiten, eBook
Dall'aglio / Kotz / Salinetti Advances in Probability Distributions with Given Marginals
Erscheinungsjahr 2012
ISBN: 978-94-011-3466-8
Verlag: Springer Netherland
Format: PDF
Kopierschutz: 1 - PDF Watermark
Beyond the Copulas
E-Book, Englisch, Band 67, 231 Seiten, eBook
Reihe: Mathematics and Its Applications
ISBN: 978-94-011-3466-8
Verlag: Springer Netherland
Format: PDF
Kopierschutz: 1 - PDF Watermark
Zielgruppe
Research
Autoren/Hrsg.
Weitere Infos & Material
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.