Copulas and Dependence Models with Applications

Edited by Manuel Úbeda Flores (), Enrique de Amo Artero (), Fabrizio Durante () and Juan Fernández Sánchez ()

in Springer Books from Springer

Date: 2017
ISBN: 978-3-319-64221-5
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Chapters in this book:

Erratum to: When Gumbel met Galambos

Christian Genest and Johanna G. Nešlehová

Constructions of copulas under prescribed sections

Enrique de Amo, Manuel Díaz Carrillo and Juan Fernández Sánchez

The Gumbel-Marshall-Olkin distribution

Umberto Cherubini and Sabrina Mulinacci

A look at copulas in a curved mirror

Bernard De Baets and Hans De Meyer

Copula–based clustering methods

F. Marta L. Di Lascio, Fabrizio Durante and Roberta Pappadà

Copula-based piecewise regression

Arturo Erdely

When Gumbel met Galambos

Christian Genest and Johanna G. Nešlehová

On the Conditional Value-at-Risk (CoVaR) in copula setting

Piotr Jaworski

Parametric copula families for statistical models

Harry Joe

Copula constructions using ultramodularity

Erich Peter Klement, Anna Kolesárová, Radko Mesiar and Susanne Saminger-Platz

Operations on Finite Settings: from Triangular Norms to Copulas

Gaspar Mayor, Jaume Suñer and Joan Torrens

My meetings with Roger B. Nelsen

José Juan Quesada-Molina

Improved Hoeffding–Fréchet bounds and applications to VaR estimates

Ludger Rüschendorf

Quasi–copulas: a brief survey

Carlo Sempi

Complete dependence everywhere?

Wolfgang Trutschnig

Sklar’s theorem: The cornerstone of the Theory of Copulas

Manuel Úbeda-Flores and Juan Fernández-Sánchez

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DOI: 10.1007/978-3-319-64221-5

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