Copulas and Dependence Models with Applications [electronic resource] : Contributions in Honor of Roger B. Nelsen /
Úbeda Flores, Manuel.editor.
de Amo Artero, Enrique.editor.
Durante, Fabrizio.editor.
Fernández Sánchez, Juan.editor.
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.
Includes bibliographical references at the end of each chapters.
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.
Statistics .
Probabilities.
Measure theory.
Applied mathematics.
Engineering mathematics.
Statistical Theory and Methods.
Probability Theory and Stochastic Processes.
Statistics for Business, Management, Economics, Finance, Insurance.
Measure and Integration.
Applications of Mathematics.