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

Úbeda Flores, Manuel; de Amo Artero, Enrique; Durante, Fabrizio; Fernández Sánchez, Juan

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 75^th 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.

Details

Published by: Springer

Publication Date: 2018-08-31

Format: Paperback

ISBN-13: 9783319877501

DOI: 10.1007/978-3-319-64221-5

Dimensions: 235cm x155cm

Pages: 258