Copula Theory and Its Applications - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Copula Theory and Its Applications write by Piotr Jaworski. This book was released on 2010-07-16. Copula Theory and Its Applications available in PDF, EPUB and Kindle. Copulas are mathematical objects that fully capture the dependence structure among random variables and hence offer great flexibility in building multivariate stochastic models. Since their introduction in the early 50's, copulas have gained considerable popularity in several fields of applied mathematics, such as finance, insurance and reliability theory. Today, they represent a well-recognized tool for market and credit models, aggregation of risks, portfolio selection, etc. This book is divided into two main parts: Part I - "Surveys" contains 11 chapters that provide an up-to-date account of essential aspects of copula models. Part II - "Contributions" collects the extended versions of 6 talks selected from papers presented at the workshop in Warsaw.
Principles of Copula Theory
Principles of Copula Theory - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Principles of Copula Theory write by Fabrizio Durante. This book was released on 2015-07-01. Principles of Copula Theory available in PDF, EPUB and Kindle. This book gives readers the solid and formal mathematical background to apply copulas to a range of mathematical areas, such as probability, real analysis, measure theory, and algebraic structures. The authors prove the results as simply as possible and unify various methods scattered throughout the literature in common frameworks, including shuffles of copulas. They also explore connections with related functions, such as quasi-copulas, semi-copulas, and triangular norms, that have been used in different domains.
Copulas and Dependence Models with Applications
Copulas and Dependence Models with Applications - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Copulas and Dependence Models with Applications write by Manuel Úbeda Flores. This book was released on 2017-10-13. Copulas and Dependence Models with Applications available in PDF, EPUB and Kindle. 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 Applications” held in his honor in Almería, Spain, July 3-5, 2017. The chapter 'When Gumbel met Galambos' is published open access under a CC BY 4.0 license.
Copulas and Their Applications in Water Resources Engineering
Copulas and Their Applications in Water Resources Engineering - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Copulas and Their Applications in Water Resources Engineering write by Lan Zhang. This book was released on 2019-01-10. Copulas and Their Applications in Water Resources Engineering available in PDF, EPUB and Kindle. Illustration of copula theory with detailed real-world case study examples in the fields of hydrology and water resources engineering.
An Introduction to Copulas
An Introduction to Copulas - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook An Introduction to Copulas write by Roger B. Nelsen. This book was released on 2013-03-09. An Introduction to Copulas available in PDF, EPUB and Kindle. Copulas are functions that join multivariate distribution functions to their one-dimensional margins. The study of copulas and their role in statistics is a new but vigorously growing field. In this book the student or practitioner of statistics and probability will find discussions of the fundamental properties of copulas and some of their primary applications. The applications include the study of dependence and measures of association, and the construction of families of bivariate distributions. With nearly a hundred examples and over 150 exercises, this book is suitable as a text or for self-study. The only prerequisite is an upper level undergraduate course in probability and mathematical statistics, although some familiarity with nonparametric statistics would be useful. Knowledge of measure-theoretic probability is not required. Roger B. Nelsen is Professor of Mathematics at Lewis & Clark College in Portland, Oregon. He is also the author of "Proofs Without Words: Exercises in Visual Thinking," published by the Mathematical Association of America.
