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Titlebook: Copulas and Dependence Models with Applications; Contributions in Hon Manuel úbeda Flores,Enrique de Amo Artero,Juan Fer Conference proceed

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書目名稱Copulas and Dependence Models with Applications
副標(biāo)題Contributions in Hon
編輯Manuel úbeda Flores,Enrique de Amo Artero,Juan Fer
視頻videohttp://file.papertrans.cn/239/238185/238185.mp4
概述Collects latest findings and survey papers on copula models and distributions with given marginals.Discusses interesting applications of copula theory, mainly in Economics and Finance.Celebrates the c
圖書封面Titlebook: Copulas and Dependence Models with Applications; Contributions in Hon Manuel úbeda Flores,Enrique de Amo Artero,Juan Fer Conference proceed
描述.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..
出版日期Conference proceedings 2017
關(guān)鍵詞copula; dependence; measures of association; rank statistics; quantitative risk management; measure theor
版次1
doihttps://doi.org/10.1007/978-3-319-64221-5
isbn_softcover978-3-319-87750-1
isbn_ebook978-3-319-64221-5
copyrightSpringer International Publishing AG 2017
The information of publication is updating

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Routing and Remote Access Service (Routing),preserves exponentially distributed observed lifetimes: these features make the resulting distribution well suited for credit risk applications. The main result of the paper is that the only Archimedean dependence structure consistent with these requirements is the Gumbel one.
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Routing and Remote Access Service (Routing),al plays as axis of symmetry to a continuous strictly increasing curve in the unit square. First, we make explicit the geometrical notion of symmetry of a function on the unit square with respect to a curve. Next, we provide a measure for quantifying to what extent a quasi-copula or copula can be re
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Windows Internet Name Service (WINS),efore they lead to monotone regression functions, which makes them not suitable for dependence relationships that imply or suggest a non-monotone regression function. A gluing copula approach is proposed to decompose the underlying copula into totally ordered copulas that once combined may lead to a
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