Copulas and Dependence Models with Applications
Editor
- Manuel Úbeda Flores(University of Almería, Department of Mathematics)Enrique de Amo Artero(University of Almería, Department of Mathematics)Fabrizio Durante(Università del Salento , Dipartimento di Scienze dell’Economia)Juan Fernández Sánchez(University of Almería, Research Group of Mathematical Analysis)
Abstract
No abstract is available for this item.Individual chapters are listed in the "Chapters" tab
Suggested Citation
- Manuel Úbeda Flores & Enrique de Amo Artero & Fabrizio Durante & Juan Fernández Sánchez (ed.), 2017. "Copulas and Dependence Models with Applications," Springer Books, Springer, number 978-3-319-64221-5, March.
Handle: RePEc:spr:sprbok:978-3-319-64221-5
DOI: 10.1007/978-3-319-64221-5Download full text from publisher
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The following chapters of this book are listed in IDEAS- Enrique de Amo & Manuel Díaz Carrillo & Juan Fernández Sánchez, 2017. "Constructions of copulas under prescribed sections," Springer Books, in: Manuel Úbeda Flores & Enrique de Amo Artero & Fabrizio Durante & Juan Fernández Sánchez (ed.), Copulas and Dependence Models with Applications, chapter 0, pages 1-19, Springer.
- Umberto Cherubini & Sabrina Mulinacci, 2017. "The Gumbel-Marshall-Olkin distribution," Springer Books, in: Manuel Úbeda Flores & Enrique de Amo Artero & Fabrizio Durante & Juan Fernández Sánchez (ed.), Copulas and Dependence Models with Applications, chapter 0, pages 21-31, Springer.
- Bernard De Baets & Hans De Meyer, 2017. "A look at copulas in a curved mirror," Springer Books, in: Manuel Úbeda Flores & Enrique de Amo Artero & Fabrizio Durante & Juan Fernández Sánchez (ed.), Copulas and Dependence Models with Applications, chapter 0, pages 33-47, Springer.
- F. Marta L. Di Lascio & Fabrizio Durante & Roberta Pappadà, 2017. "Copula–based clustering methods," Springer Books, in: Manuel Úbeda Flores & Enrique de Amo Artero & Fabrizio Durante & Juan Fernández Sánchez (ed.), Copulas and Dependence Models with Applications, chapter 0, pages 49-67, Springer.
- Arturo Erdely, 2017. "Copula-based piecewise regression," Springer Books, in: Manuel Úbeda Flores & Enrique de Amo Artero & Fabrizio Durante & Juan Fernández Sánchez (ed.), Copulas and Dependence Models with Applications, chapter 0, pages 69-81, Springer.
- Christian Genest & Johanna G. Nešlehová, 2017. "When Gumbel met Galambos," Springer Books, in: Manuel Úbeda Flores & Enrique de Amo Artero & Fabrizio Durante & Juan Fernández Sánchez (ed.), Copulas and Dependence Models with Applications, chapter 0, pages 83-93, Springer.
- Piotr Jaworski, 2017. "On the Conditional Value-at-Risk (CoVaR) in copula setting," Springer Books, in: Manuel Úbeda Flores & Enrique de Amo Artero & Fabrizio Durante & Juan Fernández Sánchez (ed.), Copulas and Dependence Models with Applications, chapter 0, pages 95-117, Springer.
- Harry Joe, 2017. "Parametric copula families for statistical models," Springer Books, in: Manuel Úbeda Flores & Enrique de Amo Artero & Fabrizio Durante & Juan Fernández Sánchez (ed.), Copulas and Dependence Models with Applications, chapter 0, pages 119-134, Springer.
- Erich Peter Klement & Anna Kolesárová & Radko Mesiar & Susanne Saminger-Platz, 2017. "Copula constructions using ultramodularity," Springer Books, in: Manuel Úbeda Flores & Enrique de Amo Artero & Fabrizio Durante & Juan Fernández Sánchez (ed.), Copulas and Dependence Models with Applications, chapter 0, pages 135-156, Springer.
- Gaspar Mayor & Jaume Suñer & Joan Torrens, 2017. "Operations on Finite Settings: from Triangular Norms to Copulas," Springer Books, in: Manuel Úbeda Flores & Enrique de Amo Artero & Fabrizio Durante & Juan Fernández Sánchez (ed.), Copulas and Dependence Models with Applications, chapter 0, pages 157-170, Springer.
- José Juan Quesada-Molina, 2017. "My meetings with Roger B. Nelsen," Springer Books, in: Manuel Úbeda Flores & Enrique de Amo Artero & Fabrizio Durante & Juan Fernández Sánchez (ed.), Copulas and Dependence Models with Applications, chapter 0, pages 171-180, Springer.
- Ludger Rüschendorf, 2017. "Improved Hoeffding–Fréchet bounds and applications to VaR estimates," Springer Books, in: Manuel Úbeda Flores & Enrique de Amo Artero & Fabrizio Durante & Juan Fernández Sánchez (ed.), Copulas and Dependence Models with Applications, chapter 0, pages 181-202, Springer.
- Carlo Sempi, 2017. "Quasi–copulas: a brief survey," Springer Books, in: Manuel Úbeda Flores & Enrique de Amo Artero & Fabrizio Durante & Juan Fernández Sánchez (ed.), Copulas and Dependence Models with Applications, chapter 0, pages 203-224, Springer.
- Wolfgang Trutschnig, 2017. "Complete dependence everywhere?," Springer Books, in: Manuel Úbeda Flores & Enrique de Amo Artero & Fabrizio Durante & Juan Fernández Sánchez (ed.), Copulas and Dependence Models with Applications, chapter 0, pages 225-240, Springer.
- Manuel Úbeda-Flores & Juan Fernández-Sánchez, 2017. "Sklar’s theorem: The cornerstone of the Theory of Copulas," Springer Books, in: Manuel Úbeda Flores & Enrique de Amo Artero & Fabrizio Durante & Juan Fernández Sánchez (ed.), Copulas and Dependence Models with Applications, chapter 0, pages 241-258, Springer.
- Christian Genest & Johanna G. Nešlehová, 2017. "Erratum to: When Gumbel met Galambos," Springer Books, in: Manuel Úbeda Flores & Enrique de Amo Artero & Fabrizio Durante & Juan Fernández Sánchez (ed.), Copulas and Dependence Models with Applications, pages E1-E1, Springer.
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