Manuel Úbeda Flores,
Enrique de Amo Artero,
Fabrizio Durante,
Juan Fernández Sánchez
e.a.
Copulas and Dependence Models with Applications
Contributions in Honor of Roger B. Nelsen
Paperback Engels 2018 9783319877501Levertijd ongeveer 9 werkdagen
Gratis verzonden
Samenvatting
This book presents contributions and review articles on the theory of copulas and their applications. The authoritative and refereed contributions review the latest findings in the area with emphasis on “classical” topics like distributions with fixed marginals, measures of association, construction of copulas with given additional information, etc. The book celebrates the 75th birthday of Professor Roger B. Nelsen and his outstanding contribution to the development of copula theory. Most of the book’s contributions were presented at the conference “Copulas and Their Applications” held in his honor in Almería, Spain, July 3-5, 2017.
The chapter 'When Gumbel met Galambos' is published open access under a CC BY 4.0 license.
Specificaties
ISBN13:9783319877501
Taal:Engels
Bindwijze:paperback
Uitgever:Springer International Publishing
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Inhoudsopgave
<p>Constructions of copulas under prescribed sections.- The Gumbel-Marshall-Olkin distribution.- A look at copulas in a curved mirror.- Copula-based clustering methods.- Copula-based piecewise regression.- When Gumbel met Galambos.- On the conditional Value-at-Risk (CoVaR) in copula setting.- Parametric copula families for statistical models.- Copula constructions using ultramodularity.- Operations on finite settings: From triangular norms to copulas.- My meetings with Roger B. Nelsen.- Improved Hoeffding–Fréchet bounds and applications to VaR estimates.- Quasi–copulas: A brief survey.- Complete dependence everywhere?.- Sklar’s theorem: The cornerstone of the theory of copulas.<br/></p><p></p><p></p><p></p><p></p><p></p><p></p><p></p><p></p><p></p><p></p><p></p>
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