Copulas and Dependence Models with Applications
Juan Fernández Sánchez (Hrsg.), Enrique de Amo Artero (Hrsg.), Manuel Úbeda Flores (Hrsg.), Fabrizio Durante (Hrsg.)
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Springer International Publishing
Naturwissenschaften, Medizin, Informatik, Technik / Wahrscheinlichkeitstheorie, Stochastik, Mathematische Statistik
Beschreibung
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.
Kundenbewertungen
copula construction, measure theory, dependence, conic sections, quantitative risk management, Archimedian copula, applications of copulas, quasi-copula, measures of association, Roger B. Nelsen, stochastic orderings, copula, multivariate copula, rank statistics, tail copula, copula theory, distributions with given marginals, empirical copula, Sklar theorem, diagonal sections