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Copulas and Dependence Models with Applications

Copulas and Dependence Models with Applications

Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9783319642208
Condition
New
Product Description

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 books contributions were presented at the conference Copulas and Their Applications held in his honor in Almera, Spain, July 3-5, 2017. The chapter 'When Gumbel met Galambos'is published open access under a CC BY 4.0 license.

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