Distributions With Given Marginals and Statistical Modelling

Preface. List of Participants. On quasi-copulas and metrics C. Alsina. Multivariate survival models incorporating hidden truncation B.C. Arnold, R.J. Beaver. Variation independent parameterizations of multivariate categorical distributions W.P. Bergsma, T. Rudas. A New Proof of Sklar's Theorem H. Carley, M.D. Taylor. Diagnonal distributions via orthogonal expansions and tests of independence C.M. Cuadras. Principal Components of the Pareto distribution C.M. Cuadras, Y. Lahlou. Shape of a distribution through the L22-Wasserstein Distance J.A. Cuesta-Albertos, C. Matran Bea, J.M. Rodriguez Rodriguez. Realizable Monotonicity and Inverse Probability Transform J.A. Fill, M. Machida. An Ordering Among Generalized Closeness Criteria R.L. Fountain. The Bertino family of copulas G.A. Fredricks, R.B. Nelsen. Time series models with given interactions R. Fried. Conditions for the asymptotic semiparametric efficiency of an omnibus estimator of dependence parameters in copula models C. Genest, B.J.M. Werker. Maximum correlations and tests of goodness-of-fit A. Grane, J. Fortiana. Which is the right Laplace? S. Kotz. A New Grade Measure of Monotone Multivariate Separability T. Kowalczyk, M. Niewiadomska-Bugai. Some Integration-by-Parts Formulas Involving 2-Copulas X. Li, P. Mikusinski, M.D. Taylor. Bayesian Robustness for Multivariate Problems T.B. Murphy. Concordance and copulas: A survey R.B. Nelsen. Multivariate Archimedean quasi-copulas R.B. Nelsen, J.J. Quesada-Molina, J.A. Rodriguez-Lallena, M. Ubeda-Flores. Some new properties of quasi-copulas R.B. Nelsen, J.J. Quesada-Molina, J.A. Rodriguez-Lallena, M. Ubeda-Flores. Assignment Models for Constrained Marginals and Restricted Markets D.Ramachandran, L. Ruschendorf. Variance minimization and random variables with constant sum L. Ruschendorf, L. Uckelmann. Conditional Expectations and Idempotent Copulae C. Sempi. Existence of Multivariate Distributions with Given Marginals E.-M. Tiit. Topic Index.