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Distributions with given Marginals and Moment Problems

  • Book
  • © 1997

Overview

Editors:
  1. Viktor Beneš

    1. Department of Mathematics, Czech Technical University, Prague, Czech Republic

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    You can also search for this editor in PubMed   Google Scholar

  2. Josef Štěpán

    1. Department of Statistics, Charles University, Prague, Czech Republic

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    You can also search for this editor in PubMed   Google Scholar

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Table of contents (34 chapters)

  1. Front Matter

    Pages i-x
    Download chapter PDF

  2. Optimal Bounds on the Average of a Rounded off Observation in the Presence of a Single Moment Condition

    • George A. Anastassiou
    Pages 1-13

  3. The Complete Solution of a Rounding Problem Under Two Moment Conditions

    • Tomasz Rychlik
    Pages 15-20

  4. Methods of Realization of Moment Problems with Entropy Maximization

    • Valerie Girardin
    Pages 21-26

  5. Matrices of Higher Moments: Some Problems of Representation

    • E. Käärik
    Pages 27-33

  6. The Method of Moments in Tomography and Quantum Mechanics

    • L. B. Klebanov, S. T. Rachev
    Pages 35-52

  7. Moment Problems in Stochastic Geometry

    • Viktor Beneš
    Pages 53-58

  8. Fréchet Classes and Nonmonotone Dependence

    • Marco Scarsini, Moshe Shaked
    Pages 59-71

  9. Comonotonicity, Rank-Dependent Utilities and a Search Problem

    • Alain Chateauneuf, Michèle Cohen, Isaac Meilijson
    Pages 73-79

  10. A Stochastic Ordering Based on a Decomposition of Kendall’s Tau

    • P. Capéraà, A.-L. Fougères, C. Genest
    Pages 81-86

  11. Maximum Entropy Distributions with Prescribed Marginals and Normal Score Correlations

    • Michiel J. W. Jansen
    Pages 87-92

  12. On Bivariate Distributions with Polya-Aeppli or Lüders-Delaporte Marginals

    • Violetta E. Piperigou
    Pages 93-98

  13. Boundary Distributions with Fixed Marginals

    • Ene-Margit Tiit, Hele-Liis Helemäe
    Pages 99-106

  14. On Approximation of Copulas

    • X. Li, P. Mikusiński, H. Sherwood, M. D. Taylor
    Pages 107-116

  15. Joint Distribution of Two Uniform Random Variables When the Sum and the Difference are Independent

    • Giorgio Dall’Aglio
    Pages 117-120

  16. Diagonal Copulas

    • Roger B. Nelsen, Gregory A. Fredricks
    Pages 121-128

  17. Copulas Constructed from Diagonal Sections

    • Gregory A. Fredricks, Roger B. Nelsen
    Pages 129-136

  18. Continuous Scaling on a Bivariate Copula

    • C. M. Cuadras, J. Fortiana
    Pages 137-142

  19. Representation of Markov Kernels by Random Mappings under Order Conditions

    • Hans G. Kellerer
    Pages 143-160

  20. How to Construct a Two Dimensional Random Vector with a Given Conditional Structure

    • Josef Štěpán
    Pages 161-171
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Keywords

About this book

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".

Editors and Affiliations

  • Department of Mathematics, Czech Technical University, Prague, Czech Republic

    Viktor Beneš

  • Department of Statistics, Charles University, Prague, Czech Republic

    Josef Štěpán

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