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| Author | : Michael Dee Taylor |
| Publisher | : IMS |
| Total Pages | : 390 |
| Release | : 1996 |
| Genre | : Mathematics |
| ISBN | : 9780940600409 |
| Author | : |
| Publisher | : |
| Total Pages | : 364 |
| Release | : 2008* |
| Genre | : Marginal distributions |
| ISBN | : |
This e-book is the product of Project Euclid and its mission to advance scholarly communication in the field of theoretical and applied mathematics and statistics. Project Euclid was developed and deployed by the Cornell University Library and is jointly managed by Cornell and the Duke University Press.
| Author | : Viktor Benes |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 311 |
| Release | : 2012-12-06 |
| Genre | : Mathematics |
| ISBN | : 9401155321 |
The last decade has seen a remarkable development of the "Marginal and Moment Problems" as a research area in Probability and Statistics. Its attractiveness stemmed from its lasting ability to provide a researcher with difficult theoretical problems that have direct consequences for appli cations outside of mathematics. The relevant research aims centered mainly along the following lines that very frequently met each other to provide sur prizing and useful results : -To construct a probability distribution (to prove its existence, at least) with a given support and with some additional inner stochastic property defined typically either by moments or by marginal distributions. -To study the geometrical and topological structure of the set of prob ability distributions generated by such a property mostly with the aim to propose a procedure that would result in a stochastic model with some optimal properties within the set of probability distributions. These research aims characterize also, though only very generally, the scientific program of the 1996 conference "Distributions with given marginals and moment problems" held at the beginning of September in Prague, Czech Republic, to perpetuate the tradition and achievements of the closely related 1990 Roma symposium "On Frechet Classes" 1 and 1993 Seattle" AMS Summer Conference on Marginal Problem".
| Author | : Carles M. Cuadras |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 252 |
| Release | : 2013-11-11 |
| Genre | : Mathematics |
| ISBN | : 9401700613 |
This volume contains the papers presented at the meeting "Distributions with given marginals and statistical modelling", held in Barcelona (Spain), July 17- 20, 2000. This is the fourth meeting on given marginals, showing that this topic has aremarkable interest. BRIEF HISTORY The construction of distributions with given marginals started with the seminal papers by Hoeffding (1940) and Fn!chet (1951). Since then, many others have contributed on this topic: Dall' Aglio, Farlie, Gumbel, Johnson, Kellerer, Kotz, Morgenstern, Marshali, Olkin, Strassen, Vitale, Whitt, etc., as weIl as Arnold, Cambanis, Deheuvels, Genest, Frank, Joe, Kirneldorf, Nelsen, Rüschendorf, Sampson, Scarsini, Tiit, etc. In 1957 Sklar and Schweizer introduced probabilistic metric spaces. In 1975 Kirneldorf and Sampson studied the uniform representation of a bivariate dis tribution and proposed the desirable conditions that should be satisfied by any bivariate family. In 1991 Darsow, Nguyen and Olsen defined a natural operation between cop ulas, with applications in stochastic processes. In 1993, AIsina, Nelsen and Schweizer introduced the notion of quasi-copula
| Author | : Roger B. Nelsen |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 227 |
| Release | : 2013-03-09 |
| Genre | : Mathematics |
| ISBN | : 1475730764 |
Copulas are functions that join multivariate distribution functions to their one-dimensional margins. The study of copulas and their role in statistics is a new but vigorously growing field. In this book the student or practitioner of statistics and probability will find discussions of the fundamental properties of copulas and some of their primary applications. The applications include the study of dependence and measures of association, and the construction of families of bivariate distributions. With nearly a hundred examples and over 150 exercises, this book is suitable as a text or for self-study. The only prerequisite is an upper level undergraduate course in probability and mathematical statistics, although some familiarity with nonparametric statistics would be useful. Knowledge of measure-theoretic probability is not required. Roger B. Nelsen is Professor of Mathematics at Lewis & Clark College in Portland, Oregon. He is also the author of "Proofs Without Words: Exercises in Visual Thinking," published by the Mathematical Association of America.
| Author | : T. Kollo |
| Publisher | : Walter de Gruyter |
| Total Pages | : 233 |
| Release | : 2011-09-06 |
| Genre | : Mathematics |
| ISBN | : 3110944650 |
| Author | : Miguel Concepcion Lopez-Diaz |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 769 |
| Release | : 2013-06-05 |
| Genre | : Mathematics |
| ISBN | : 3540444653 |
The analysis of experimental data resulting from some underlying random process is a fundamental part of most scientific research. Probability Theory and Statistics have been developed as flexible tools for this analyis, and have been applied successfully in various fields such as Biology, Economics, Engineering, Medicine or Psychology. However, traditional techniques in Probability and Statistics were devised to model only a singe source of uncertainty, namely randomness. In many real-life problems randomness arises in conjunction with other sources, making the development of additional "softening" approaches essential. This book is a collection of papers presented at the 2nd International Conference on Soft Methods in Probability and Statistics (SMPS’2004) held in Oviedo, providing a comprehensive overview of the innovative new research taking place within this emerging field.
| Author | : Svetlozar T. Rachev |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 450 |
| Release | : 2006-05-09 |
| Genre | : Mathematics |
| ISBN | : 0387227563 |
The first comprehensive account of the theory of mass transportation problems and its applications. In Volume I, the authors systematically develop the theory with emphasis on the Monge-Kantorovich mass transportation and the Kantorovich-Rubinstein mass transshipment problems. They then discuss a variety of different approaches towards solving these problems and exploit the rich interrelations to several mathematical sciences - from functional analysis to probability theory and mathematical economics. The second volume is devoted to applications of the above problems to topics in applied probability, theory of moments and distributions with given marginals, queuing theory, risk theory of probability metrics and its applications to various fields, among them general limit theorems for Gaussian and non-Gaussian limiting laws, stochastic differential equations and algorithms, and rounding problems. Useful to graduates and researchers in theoretical and applied probability, operations research, computer science, and mathematical economics, the prerequisites for this book are graduate level probability theory and real and functional analysis.
| Author | : Samuel Kotz |
| Publisher | : John Wiley & Sons |
| Total Pages | : 752 |
| Release | : 2004-04-05 |
| Genre | : Mathematics |
| ISBN | : 0471654035 |
Continuous Multivariate Distributions, Volume 1, Second Edition provides a remarkably comprehensive, self-contained resource for this critical statistical area. It covers all significant advances that have occurred in the field over the past quarter century in the theory, methodology, inferential procedures, computational and simulational aspects, and applications of continuous multivariate distributions. In-depth coverage includes MV systems of distributions, MV normal, MV exponential, MV extreme value, MV beta, MV gamma, MV logistic, MV Liouville, and MV Pareto distributions, as well as MV natural exponential families, which have grown immensely since the 1970s. Each distribution is presented in its own chapter along with descriptions of real-world applications gleaned from the current literature on continuous multivariate distributions and their applications.
| Author | : Umberto Cherubini |
| Publisher | : John Wiley & Sons |
| Total Pages | : 310 |
| Release | : 2004-10-22 |
| Genre | : Business & Economics |
| ISBN | : 0470863455 |
Copula Methods in Finance is the first book to address the mathematics of copula functions illustrated with finance applications. It explains copulas by means of applications to major topics in derivative pricing and credit risk analysis. Examples include pricing of the main exotic derivatives (barrier, basket, rainbow options) as well as risk management issues. Particular focus is given to the pricing of asset-backed securities and basket credit derivative products and the evaluation of counterparty risk in derivative transactions.
