Copulas And Dependence Models With Applications: Contributions In Honor Of Roger B. Nelsen

byManuel Úbeda FloresEditorEnrique De Amo Artero, Fabrizio Durante

Hardcover | October 15, 2017

Copulas And Dependence Models With Applications: Contributions In Honor Of Roger B. Nelsen by Manuel Úbeda Flores
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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 75thbirthday 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.

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 mod...
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Title:Copulas And Dependence Models With Applications: Contributions In Honor Of Roger B. NelsenFormat:HardcoverDimensions:258 pages, 23.5 X 15.5 X 0 inPublished:October 15, 2017Publisher:Springer NatureLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:3319642200

ISBN - 13:9783319642208

Appropriate for ages: All ages

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