Advances in Probability Distributions with Given Marginals Beyond the Copulas
Title:
Advances in Probability Distributions with Given Marginals Beyond the Copulas
ISBN:
9789401134668
Edition:
1st ed. 1991.
Publication Information New:
Dordrecht : Springer Netherlands : Imprint: Springer, 1991.
Physical Description:
XVIII, 231 p. online resource.
Series:
Mathematics and Its Applications ; 67
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.
Added Corporate Author:
Language:
English