Institute of Mathematical Statistics Lecture Notes - Monograph Series

Distributions with fixed marginals and related topics

Editor: Ludger Rüschendorf
Editor: Berthold Schweizer
Editor: Michael D. Taylor

Lecture Notes--Monograph Series, Volume 28
Hayward, CA: Institute of Mathematical Statistics, 1996.
364 pp.

Subjects:

60-06 (primary)
62-06 (secondary)
Permanent link to this monograph: http://projecteuclid.org/euclid.lnms/1215452598
Mathmatical Reviews number (MathSciNet): MR1485518
ISBN:0-940600-40-4

Copyright © 1996, Institute of Mathematical Statistics.

Front Cover and Title Pages

i-iv

Editor's Preface

L. Rüschendorf, B. Schweizer, and M. D. Taylor; v-vi

Foreword

Howard Sherwood; vi-x

List of Participants

xi-xiii

Conference Program

xiv-xvii

Referees

xiii

Contents

xviii-xx

Random variables, distribution functions, and copulas---a personal look backward and forward

A. Sklar; 1-14

Distributions with logistic marginals and/or conditionals

Barry C. Arnold; 15-32

How should data be rounded?

Michel L. Balinski; 33-44

Isotonic regression on permutations

H. W. Block, S. Qian, and A. R. Sampson; 45-64

Nonsquare ``doubly stochastic'' matrices

R. M. Caron, Xin Li, P. Mikusiński, H. Sherwood, and M. D. Taylor; 65-75

A distribution with given marginals and given regression curve

C. M. Cuadras; 76-83

Doubly stochastic measures: three vignettes

David Feldman; 84-96

Discretization for stochastic differential equations, $L\sp p$ Wasserstein metrics, and econometrical models

Matthias Gelbrich, and Svetlozar T. Rachev; 97-119

Families of $m$-variate distributions with given margins and $m(m-1)/2$ bivariate dependence parameters

Harry Joe; 120-141

Ambiguity in bounded moment problems

Hans G. Kellerer; 142-161

Proximity of probability measures with common marginals in a finite number of directions

L. B. Klebanov, and S. T. Rachev; 162-174

Duality for a non-topological version of the mass transportation problem

Vladimir L. Levin; 175-186

In quest of Birkhoff's theorem in higher dimensions

Xin Li, P. Mikusiński, H. Sherwood, and M. D. Taylor; 187-197

Bounds for the distribution of a multivariate sum

Haijun Li, Marco Scarsini, and Moshe Shaked; 198-212

Copulas, marginals, and joint distributions

Albert W. Marshall; 213-222

Nonparametric measures of multivariate association

Roger B. Nelsen; 223-232

Derivability of some operations on distribution functions

Roger B. Nelsen, José Juan Quesada-Molina, Berthold Schweizer, and Carlo Sempi; 233-243

Copulas and Markov operators

Elwood T. Olsen, William F. Darsow, and Bao Nguyen; 244-259

The marginal problem in arbitrary product spaces

D. Ramachandran; 260-272

Developments on Fréchet-bounds

Ludger Rüschendorf; 273-296

Order statistics of variables with given marginal distributions

Tomasz Rychlik; 297-306

Copulae of capacities on product spaces

Marco Scarsini; 307-318

Products of vector measures

R. M. Shortt; 319-327

Moment decompositions of measure spaces

Josef Štĕpán, and Viktor Beneš; 328-336

Mixtures of multivariate quasi-extremal distributions having given marginals

Ene-Margit Tiit; 337-357

Parametrizing doubly stochastic measures

Richard A. Vitale; 358-364

Institute of Mathematical Statistics Lecture Notes - Monograph Series

Institute of Mathematical Statistics Lecture Notes - Monograph Series