Distributions With Given Marginals and Statistical Modelling

On quasi-copulas and metrics.- Multivariate survival models incorporating hidden truncation.- Variation independent parameterizations of multivariate categorical distributions.- A New Proof of Sklar’s Theorem.- Diagonal distributions via orthogonal expansions and tests of independence.- Principal Components of the Pareto distribution.- Shape of a distribution through the L2-Wasserstein Distance.- Realizable Monotonicity and Inverse Probability Transform.- An Ordering Among Generalized Closeness Criteria.- The Bertino family of copulas.- Time series models with given interactions.- Conditions for the asymptotic semiparametric efficiency of an omnibus estimator of dependence parameters in copula models.- Maximum correlations and tests of goodness-of-fit.- Which is the right Laplace?.- A New Grade Measure of Monotone Multivariate Separability.- Some Integration-by-Parts Formulas Involving 2-Copulas.- Bayesian Robustness for Multivariate Problems.- Concordance and copulas: A survey.- Multivariate Archimedean quasi-copulas.- Some new properties of quasi-copulas.- Assignment Models for Constrained Marginals and Restricted Markets.- Variance minimization and random variables with constant sum.- Conditional Expectations and Idempotent Copulæ.- Existence of Multivariate Distributions with Given Marginals.