Verkauf durch Sack Fachmedien

Úbeda Flores / Fernández Sánchez / de Amo Artero

Copulas and Dependence Models with Applications

Contributions in Honor of Roger B. Nelsen

Medium: Buch
ISBN: 978-3-319-64220-8
Verlag: Springer International Publishing
Erscheinungstermin: 15.10.2017
Lieferfrist: bis zu 10 Tage

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 75 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.


Produkteigenschaften


  • Artikelnummer: 9783319642208
  • Medium: Buch
  • ISBN: 978-3-319-64220-8
  • Verlag: Springer International Publishing
  • Erscheinungstermin: 15.10.2017
  • Sprache(n): Englisch
  • Auflage: 1. Auflage 2017
  • Produktform: Gebunden
  • Gewicht: 5384 g
  • Seiten: 258
  • Format (B x H x T): 160 x 241 x 21 mm
  • Ausgabetyp: Kein, Unbekannt
Autoren/Hrsg.

Herausgeber

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.