Distributions with fixed marginals and related topics

Editor(s) Ludger Rüschendorf, Berthold Schweizer, Michael D. Taylor

IMS Lecture Notes Monogr. Ser., 28: 364pp. (1996). DOI: 10.1214/lnms/1215452598

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Institute of Mathematical Statistics Lecture Notes - Monograph Series, Volume 28

364 pp.

Published: 1996

First available in Project Euclid: 7 July 2008

MathSciNet: MR1485518

Digital Object Identifier: 10.1214/lnms/1215452598

ISBN: 0940600404

Subjects:

Primary: 60-06

Secondary: 62-06

Institute of Mathematical Statistics Lecture Notes - Monograph Series

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Institute of Mathematical Statistics

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Front Cover and Title Pages

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 28, i-iv (1996). Open Access

Editor's Preface

L. Rüschendorf , B. Schweizer , M. D. Taylor

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 28, v-vi (1996). Open Access

Foreword

Howard Sherwood

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 28, vi-x (1996). Open Access

List of Participants

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 28, xi-xiii (1996). Open Access

Conference Program

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 28, xiv-xvii (1996). Open Access

Referees

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 28, xiii-xiii (1996). Open Access

Contents

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 28, xviii-xx (1996). Open Access

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

A. Sklar

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 28, 1-14 (1996). https://doi.org/10.1214/lnms/1215452606 Open Access

KEYWORDS: 60-03, 01A60, 60E05, 62H05

Distributions with logistic marginals and/or conditionals

Barry C. Arnold

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 28, 15-32 (1996). https://doi.org/10.1214/lnms/1215452607 Open Access

KEYWORDS: 62E15

How should data be rounded?

Michel L. Balinski

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 28, 33-44 (1996). https://doi.org/10.1214/lnms/1215452608 Open Access

KEYWORDS: 60E99, 60F99, 65G05

Isotonic regression on permutations

H. W. Block , S. Qian , A. R. Sampson

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 28, 45-64 (1996). https://doi.org/10.1214/lnms/1215452609 Open Access

KEYWORDS: 62G05, 20B30

Nonsquare ``doubly stochastic'' matrices

R. M. Caron , Xin Li , P. Mikusiński , H. Sherwood , M. D. Taylor

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 28, 65-75 (1996). https://doi.org/10.1214/lnms/1215452610 Open Access

KEYWORDS: 15A51, 15A48

A distribution with given marginals and given regression curve

C. M. Cuadras

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 28, 76-83 (1996). https://doi.org/10.1214/lnms/1215452611 Open Access

KEYWORDS: 62E10, 62J02

Doubly stochastic measures: three vignettes

David Feldman

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 28, 84-96 (1996). https://doi.org/10.1214/lnms/1215452612 Open Access

KEYWORDS: 28E05, 15A51

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

Matthias Gelbrich , Svetlozar T. Rachev

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 28, 97-119 (1996). https://doi.org/10.1214/lnms/1215452613 Open Access

KEYWORDS: 60H10, 60F17

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

Harry Joe

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 28, 120-141 (1996). https://doi.org/10.1214/lnms/1215452614 Open Access

KEYWORDS: 62H10, 62E15

Ambiguity in bounded moment problems

Hans G. Kellerer

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 28, 142-161 (1996). https://doi.org/10.1214/lnms/1215452615 Open Access

KEYWORDS: 44A60, 28A99, 46G99

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

L. B. Klebanov , S. T. Rachev

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 28, 162-174 (1996). https://doi.org/10.1214/lnms/1215452616 Open Access

KEYWORDS: 60E05, 60A10

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

Vladimir L. Levin

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 28, 175-186 (1996). https://doi.org/10.1214/lnms/1215452617 Open Access

KEYWORDS: 49N15, 28C05, 90C48

In quest of Birkhoff's theorem in higher dimensions

Xin Li , P. Mikusiński , H. Sherwood , M. D. Taylor

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 28, 187-197 (1996). https://doi.org/10.1214/lnms/1215452618 Open Access

KEYWORDS: 15A51, 15A48

Bounds for the distribution of a multivariate sum

Haijun Li , Marco Scarsini , Moshe Shaked

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 28, 198-212 (1996). https://doi.org/10.1214/lnms/1215452619 Open Access

KEYWORDS: 60E05, 60E15

Copulas, marginals, and joint distributions

Albert W. Marshall

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 28, 213-222 (1996). https://doi.org/10.1214/lnms/1215452620 Open Access

KEYWORDS: 60E05, 62H05, 62H20

Nonparametric measures of multivariate association

Roger B. Nelsen

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 28, 223-232 (1996). https://doi.org/10.1214/lnms/1215452621 Open Access

KEYWORDS: 62H20, 62G99

Derivability of some operations on distribution functions

Roger B. Nelsen , José Juan Quesada-Molina , Berthold Schweizer , Carlo Sempi

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 28, 233-243 (1996). https://doi.org/10.1214/lnms/1215452622 Open Access

KEYWORDS: 60E05, 62E10

Copulas and Markov operators

Elwood T. Olsen , William F. Darsow , Bao Nguyen

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 28, 244-259 (1996). https://doi.org/10.1214/lnms/1215452623 Open Access

KEYWORDS: 47B65, 47B38, 60J05, 60J25

The marginal problem in arbitrary product spaces

D. Ramachandran

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 28, 260-272 (1996). https://doi.org/10.1214/lnms/1215452624 Open Access

KEYWORDS: 60A10, 28A35

Developments on Fréchet-bounds

Ludger Rüschendorf

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 28, 273-296 (1996). https://doi.org/10.1214/lnms/1215452625 Open Access

KEYWORDS: 60E15

Order statistics of variables with given marginal distributions

Tomasz Rychlik

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 28, 297-306 (1996). https://doi.org/10.1214/lnms/1215452626 Open Access

KEYWORDS: 62G30

Copulae of capacities on product spaces

Marco Scarsini

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 28, 307-318 (1996). https://doi.org/10.1214/lnms/1215452627 Open Access

KEYWORDS: 28A12, 28A35, 60A10, 60E05

Products of vector measures

R. M. Shortt

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 28, 319-327 (1996). https://doi.org/10.1214/lnms/1215452628 Open Access

KEYWORDS: 28B05, 28A35

Moment decompositions of measure spaces

Josef Štĕpán , Viktor Beneš

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 28, 328-336 (1996). https://doi.org/10.1214/lnms/1215452629 Open Access

KEYWORDS: 44A60, 60B05

Mixtures of multivariate quasi-extremal distributions having given marginals

Ene-Margit Tiit

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 28, 337-357 (1996). https://doi.org/10.1214/lnms/1215452630 Open Access

KEYWORDS: 62H25, 62E15

Parametrizing doubly stochastic measures

Richard A. Vitale

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 28, 358-364 (1996). https://doi.org/10.1214/lnms/1215452631 Open Access

KEYWORDS: 28A99, 28D99, 60A10, 60E05, 62E10

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