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Copulas and Dependence Models with Applications

Copulas and Dependence Models with Applications

Contributions in Honor of Roger B. Nelsen

by Juan Fernández SánchezFabrizio Durante Enrique De amo artero and others
Hardback
Publication Date: 21/09/2017

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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 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.

ISBN:
9783319642208
9783319642208
Category:
Integral calculus & equations
Format:
Hardback
Publication Date:
21-09-2017
Language:
English
Publisher:
Springer
Country of origin:
United States
Dimensions (mm):
235x155mm
Weight:
5.38kg

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