Titlebook: Advances in Probability Distributions with Given Marginals; Beyond the Copulas G. Dall’Aglio,S. Kotz,G. Salinetti Book 1991 Kluwer Academic

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C. Partensky,V. Frering,E. Velecelaween random variables based on this concept is proposed. A number of well known classical distributions (including the generalized Farlie-Gumbel-Morgenstern distribution) are reinterpreted and new reparametrizations are introduced. Limits of dependence explained by d.w.f.s are examined. An elementar

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C. Partensky,V. Frering,E. Velecelaions with fixed-marginals. This family includes the more concordant and the more TP. orderings, as well as some existing orderings. Positive dependence ordering (PDO) properties are discussed for these orderings. Also some implications and equivalences among these orderings are established.

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Optimal Dimensionality Reduction,set of solutions. Some new results in the characterization of extremal solutions are presented in Section 5..In Section 1 the problem is formulated as a special case of the moment problem in probability theory. Section 2 presents the review of the discrete case starting with Birkhoff’s permutation m

Integrate

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節(jié)約

C. Partensky,V. Frering,E. Velecelaions with fixed-marginals. This family includes the more concordant and the more TP. orderings, as well as some existing orderings. Positive dependence ordering (PDO) properties are discussed for these orderings. Also some implications and equivalences among these orderings are established.

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A New Approach to Dependence in Multivariate Distributions,Overview:

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