Distributions With Given Marginals and Statistical Modelling

Distributions With Given Marginals and Statistical Modelling
Author: Carles M. Cuadras
Publisher: Springer Science & Business Media
Total Pages: 252
Release: 2013-11-11
Genre: Mathematics
ISBN: 9401700613

Download Distributions With Given Marginals and Statistical Modelling Book in PDF, Epub and Kindle

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

Distributions with given Marginals and Moment Problems

Distributions with given Marginals and Moment Problems
Author: Viktor Benes
Publisher: Springer Science & Business Media
Total Pages: 311
Release: 2012-12-06
Genre: Mathematics
ISBN: 9401155321

Download Distributions with given Marginals and Moment Problems Book in PDF, Epub and Kindle

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".

Advances in Probability Distributions with Given Marginals

Advances in Probability Distributions with Given Marginals
Author: G. Dall'aglio
Publisher: Springer Science & Business Media
Total Pages: 243
Release: 2012-12-06
Genre: Mathematics
ISBN: 9401134669

Download Advances in Probability Distributions with Given Marginals Book in PDF, Epub and Kindle

'Et moi - ... - si j'avait su comment en rcvenir. One service mathematics has rendered the je n'y serais point alle.' human race. It has put common sense back Jules Verne where it belongs, on the topmost shelf next to the dusty canistcr labelled 'discarded non sense'. The scries is divergent; therefore we may be Eric T. Bell able to do something with it. O. Heaviside Mathematics is a tool for thought. A highly necessary tool in a world where both feedback and non linearities abound. Similarly, all kinds of parts of mathematics serve as tools for other parts and for other sciences. Applying a simple rewriting rule to the quote on the right above one finds such statements as: 'One service topology has rendered mathematical physics .. .'; 'One service logic has rendered com puter science .. .'; 'One service category theory has rendered mathematics .. .'. All arguably true. And all statements obtainable this way form part of the raison d'etre of this series.

Conditional Specification of Statistical Models

Conditional Specification of Statistical Models
Author: Barry C. Arnold
Publisher: Springer Science & Business Media
Total Pages: 419
Release: 2007-06-02
Genre: Mathematics
ISBN: 0387225889

Download Conditional Specification of Statistical Models Book in PDF, Epub and Kindle

Efforts to visualize multivariate densities necessarily involve the use of cross-sections, or, equivalently, conditional densities. This book focuses on distributions that are completely specified in terms of conditional densities. They are appropriately used in any modeling situation where conditional information is completely or partially available. All statistical researchers seeking more flexible models than those provided by classical models will find conditionally specified distributions of interest.

Distribution Models Theory

Distribution Models Theory
Author: Rafael Herrerias-pleguezuelo
Publisher: World Scientific
Total Pages: 307
Release: 2006-08-30
Genre: Business & Economics
ISBN: 9814477400

Download Distribution Models Theory Book in PDF, Epub and Kindle

Distribution Models Theory is a revised edition of papers specially selected by the Scientific Committee for the Fifth Workshop of Spanish Scientific Association of Applied Economy on Distribution Models Theory held in Granada (Spain) in September 2005. The contributions offer a must-have point of reference on models theory.This book has been selected for coverage in:• Index to Scientific & Technical Proceedings® (ISTP®/ISI Proceedings)• Index to Scientific & Technical Proceedings (ISTP CDROM version/ISI Proceedings)

Marginal Models

Marginal Models
Author: Wicher Bergsma
Publisher: Springer Science & Business Media
Total Pages: 274
Release: 2009-04-03
Genre: Science
ISBN: 0387096108

Download Marginal Models Book in PDF, Epub and Kindle

Marginal Models for Dependent, Clustered, and Longitudinal Categorical Data provides a comprehensive overview of the basic principles of marginal modeling and offers a wide range of possible applications. Marginal models are often the best choice for answering important research questions when dependent observations are involved, as the many real world examples in this book show. In the social, behavioral, educational, economic, and biomedical sciences, data are often collected in ways that introduce dependencies in the observations to be compared. For example, the same respondents are interviewed at several occasions, several members of networks or groups are interviewed within the same survey, or, within families, both children and parents are investigated. Statistical methods that take the dependencies in the data into account must then be used, e.g., when observations at time one and time two are compared in longitudinal studies. At present, researchers almost automatically turn to multi-level models or to GEE estimation to deal with these dependencies. Despite the enormous potential and applicability of these recent developments, they require restrictive assumptions on the nature of the dependencies in the data. The marginal models of this book provide another way of dealing with these dependencies, without the need for such assumptions, and can be used to answer research questions directly at the intended marginal level. The maximum likelihood method, with its attractive statistical properties, is used for fitting the models. This book has mainly been written with applied researchers in mind. It includes many real world examples, explains the types of research questions for which marginal modeling is useful, and provides a detailed description of how to apply marginal models for a great diversity of research questions. All these examples are presented on the book's website (www.cmm.st), along with user friendly programs.

Copulas and Dependence Models with Applications

Copulas and Dependence Models with Applications
Author: Manuel Úbeda Flores
Publisher: Springer
Total Pages: 268
Release: 2017-10-13
Genre: Mathematics
ISBN: 3319642219

Download Copulas and Dependence Models with Applications Book in PDF, Epub and Kindle

This book presents contributions and review articles on the theory of copulas and their applications. The authoritative and refereed contributions review the latest findings in the area with emphasis on “classical” topics like distributions with fixed marginals, measures of association, construction of copulas with given additional information, etc. The book celebrates the 75th birthday of Professor Roger B. Nelsen and his outstanding contribution to the development of copula theory. Most of the book’s contributions were presented at the conference “Copulas and Their Applications” held in his honor in Almería, Spain, July 3-5, 2017. The chapter 'When Gumbel met Galambos' is published open access under a CC BY 4.0 license.

Trends and Challenges in Categorical Data Analysis

Trends and Challenges in Categorical Data Analysis
Author: Maria Kateri
Publisher: Springer Nature
Total Pages: 323
Release: 2023-07-08
Genre: Mathematics
ISBN: 3031311868

Download Trends and Challenges in Categorical Data Analysis Book in PDF, Epub and Kindle

This book provides a selection of modern and sophisticated methodologies for the analysis of large and complex univariate and multivariate categorical data. It gives an overview of a substantive and broad collection of topics in the analysis of categorical data, including association, marginal and graphical models, time series and fixed effects models, as well as modern methods of estimation such as regularization, Bayesian estimation and bias reduction methods, along with new simple measures for model interpretability. Methodological innovations and developments are illustrated and explained through real-world applications, together with useful R packages, allowing readers to replicate most of the analyses using the provided code. The applications span a variety of disciplines, including education, psychology, health, economics, and social sciences.

An Introduction to Copulas

An Introduction to Copulas
Author: Roger B. Nelsen
Publisher: Springer Science & Business Media
Total Pages: 276
Release: 2007-06-10
Genre: Mathematics
ISBN: 0387286780

Download An Introduction to Copulas Book in PDF, Epub and Kindle

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. This book is suitable as a text or for self-study.