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Boundary Distributions with Fixed Marginals

  • Chapter
Distributions with given Marginals and Moment Problems

Abstract

Let P 1, P 2, …, P k be univarite distributions of the second order (i.e., having the finite second moments), and let F i(x i) be the cdf of P i, i = 1,…, k. Then Π(P1,…, P k) = Πk is the set of all k-variate distributions having the marginals P i. If all marginals P i are equal, P i = P 0, then we will use the denotation Π(P 0). If the common marginal P 0 is symmetrical, then the set will be denoted by Π(P*).

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References

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Author information

Authors and Affiliations

  1. University of Tartu, J. Liivi 2, Tartu, Estonia, EE2400

    Ene-Margit Tiit & Hele-Liis Helemäe

Authors
  1. Ene-Margit Tiit
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  2. Hele-Liis Helemäe
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Editor information

Editors and Affiliations

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

    Viktor Beneš

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

    Josef Štěpán

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© 1997 Springer Science+Business Media Dordrecht

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Tiit, EM., Helemäe, HL. (1997). Boundary Distributions with Fixed Marginals. In: Beneš, V., Štěpán, J. (eds) Distributions with given Marginals and Moment Problems. Springer, Dordrecht. https://doi.org/10.1007/978-94-011-5532-8_12

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  • DOI: https://doi.org/10.1007/978-94-011-5532-8_12

  • Publisher Name: Springer, Dordrecht

  • Print ISBN: 978-94-010-6329-6

  • Online ISBN: 978-94-011-5532-8

  • eBook Packages: Springer Book Archive

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