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Copulas and Dependence Models with Applications

Contributions in Honor of Roger B. Nelsen

Format: Hardback
Publisher: Springer International Publishing AG, Cham, Switzerland
Published: 15th Oct 2017
Dimensions: w 152mm h 240mm d 20mm
Weight: 580g
ISBN-10: 3319642200
ISBN-13: 9783319642208
Barcode No: 9783319642208
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Synopsis
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 Almeria, 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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