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Copulas and Dependence Models With Applications

Copulas and Dependence Models With Applications Contributions in Honor of Roger B. Nelsen

Hardback (15 Oct 2017)

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Publisher's 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 Almerìa, Spain, July 3-5, 2017.

The chapter 'When Gumbel met Galambos' is published open access under a CC BY 4.0 license.

Book information

ISBN: 9783319642208
Publisher: Springer International Publishing
Imprint: Springer
Pub date:
Language: English
Number of pages: 258
Weight: 5384g
Height: 235mm
Width: 155mm
Spine width: 18mm