Copulas and Dependence Models with Applications

DOI10.1007/978-3-319-64221-5zbMath1380.62021OpenAlexW2762449738MaRDI QIDQ4602431

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Publication date: 10 January 2018

Full work available at URL: https://doi.org/10.1007/978-3-319-64221-5

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Proceedings of conferences of miscellaneous specific interest (00B25) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06) Festschriften (00B30)

Related Items (9)

Lorenz-generated bivariate Archimedean copulas ⋮ CMPH: a multivariate phase-type aggregate loss distribution ⋮ The infinite extendibility problem for exchangeable real-valued random vectors ⋮ Unnamed Item ⋮ Extreme-value copulas associated with the expected scaled maximum of independent random variables ⋮ Estimating redenomination risk under Gumbel-Hougaard survival copulas ⋮ On the degree of asymmetry of a quasi-copula with respect to a curve ⋮ On degrees of asymmetry of a copula with respect to a track ⋮ Absolutely continuous copulas with prescribed support constructed by differential equations, with an application in toxicology

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