Copulas and Dependence Models with Applications
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portes grátis
Copulas and Dependence Models with Applications
Contributions in Honor of Roger B. Nelsen
Ubeda Flores, Manuel; de Amo Artero, Enrique; Durante, Fabrizio; Fernandez Sanchez, Juan
Springer International Publishing AG
08/2018
258
Mole
Inglês
9783319877501
15 a 20 dias
454
Descrição não disponível.
Constructions of copulas under prescribed sections.- The Gumbel-Marshall-Olkin distribution.- A look at copulas in a curved mirror.- Copula-based clustering methods.- Copula-based piecewise regression.- When Gumbel met Galambos.- On the conditional Value-at-Risk (CoVaR) in copula setting.- Parametric copula families for statistical models.- Copula constructions using ultramodularity.- Operations on finite settings: From triangular norms to copulas.- My meetings with Roger B. Nelsen.- Improved Hoeffding-Frechet bounds and applications to VaR estimates.- Quasi-copulas: A brief survey.- Complete dependence everywhere?.- Sklar's theorem: The cornerstone of the theory of copulas.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
copula;dependence;measures of association;rank statistics;quantitative risk management;measure theory;stochastic orderings;copula theory;applications of copulas;Roger B. Nelsen;distributions with given marginals;Archimedian copula;empirical copula;copula construction;quasi-copula;multivariate copula;diagonal sections;conic sections;tail copula;Sklar theorem
Constructions of copulas under prescribed sections.- The Gumbel-Marshall-Olkin distribution.- A look at copulas in a curved mirror.- Copula-based clustering methods.- Copula-based piecewise regression.- When Gumbel met Galambos.- On the conditional Value-at-Risk (CoVaR) in copula setting.- Parametric copula families for statistical models.- Copula constructions using ultramodularity.- Operations on finite settings: From triangular norms to copulas.- My meetings with Roger B. Nelsen.- Improved Hoeffding-Frechet bounds and applications to VaR estimates.- Quasi-copulas: A brief survey.- Complete dependence everywhere?.- Sklar's theorem: The cornerstone of the theory of copulas.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
copula;dependence;measures of association;rank statistics;quantitative risk management;measure theory;stochastic orderings;copula theory;applications of copulas;Roger B. Nelsen;distributions with given marginals;Archimedian copula;empirical copula;copula construction;quasi-copula;multivariate copula;diagonal sections;conic sections;tail copula;Sklar theorem
