Copulas are mathematical objects that fully capture the dependence structure among random variables and hence offer great flexibility in building multivariate stochastic models. This book provides an account of essential aspects of copula models. It collects the extended versions of 6 talks selected from papers presented at the workshop in Warsaw.
Copulas are mathematical objects that fully capture the dependence structure among random variables and hence offer great flexibility in building mult...
Principles of Copula Theory explores the state of the art on copulas and provides you with the foundation to use copulas in a variety of applications. Throughout the book, historical remarks and further readings highlight active research in the field, including new results, streamlined presentations, and new proofs of old results.
After covering the essentials of copula theory, the book addresses the issue of modeling dependence among components of a random vector using copulas. It then presents copulas from the point of view of measure theory, compares...
Principles of Copula Theory explores the state of the art on copulas and provides you with the foundation to use copulas in a vari...
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...
This book presents contributions and review articles on the theory of copulas and their applications. The authoritative and refereed contributions ...
