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

Copulas and Dependence Models with Applications

Contributions in Honor of Roger B. Nelsen

eText | 13 October 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 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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Non-FictionMathematicsProbability & StatisticsCalculus & Mathematical AnalysisApplied MathematicsEconomicsEconometricsEconomic Statistics

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