Editorial to the special issue on “Random Variables, Joint Distribution Functions, and Copulas”

Fabrizio Durante; Radko Mesiar; Carlo Sempi

Kybernetika (2008)

  • Volume: 44, Issue: 6, page 741-744
  • ISSN: 0023-5954

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Durante, Fabrizio, Mesiar, Radko, and Sempi, Carlo. "Editorial to the special issue on “Random Variables, Joint Distribution Functions, and Copulas”." Kybernetika 44.6 (2008): 741-744. <http://eudml.org/doc/33961>.

@article{Durante2008,
author = {Durante, Fabrizio, Mesiar, Radko, Sempi, Carlo},
journal = {Kybernetika},
language = {eng},
number = {6},
pages = {741-744},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Editorial to the special issue on “Random Variables, Joint Distribution Functions, and Copulas”},
url = {http://eudml.org/doc/33961},
volume = {44},
year = {2008},
}

TY - JOUR
AU - Durante, Fabrizio
AU - Mesiar, Radko
AU - Sempi, Carlo
TI - Editorial to the special issue on “Random Variables, Joint Distribution Functions, and Copulas”
JO - Kybernetika
PY - 2008
PB - Institute of Information Theory and Automation AS CR
VL - 44
IS - 6
SP - 741
EP - 744
LA - eng
UR - http://eudml.org/doc/33961
ER -

References

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  6. Genest C., Gendron, M., Bourdeau-Brien M., The advent of copulas in finance, European J. Finance 15 (2009), to appear 
  7. Genest C., Quesada-Molina J. J., Rodríguez-Lallena J. A., Sempi C., 10.1006/jmva.1998.1809, J. Multivariate Anal. 69 (1999), 193–205 (1999) Zbl0935.62059MR1703371DOI10.1006/jmva.1998.1809
  8. Hájek P., Mesiar R., 10.1007/s00500-008-0286-z, Soft Computing 12 (2008), 1239–1243 Zbl1152.03018DOI10.1007/s00500-008-0286-z
  9. Joe H., Multivariate Models and Dependence Concepts, Chapman&Hall, London 1997 Zbl0990.62517MR1462613
  10. Klement E. P., Mesiar, R., Pap E., Triangular Norms, Kluwer Academic Publishers, Dordrecht 2000 Zbl1087.20041MR1790096
  11. McNeil A. J., Frey, R., Embrechts P., Quantitative Risk Management, Concepts, Techniques and Tools. Princeton University Press, Princeton, NJ 2005 Zbl1089.91037MR2175089
  12. Nelsen R. B., An Introduction to Copulas, Springer, New York 2006 Zbl1152.62030MR2197664
  13. Salvadori G., Michele C. De, Kottegoda N. T., Rosso R., Extremes in Nature, An Approach Using Copulas (WTS Library Series, Vol. 56). Springer-Verlag, Berlin 2007 
  14. Schweizer B., Thirty years of copulas, In: Probability Distributions with Given Marginals (G. Dall’Aglio, S. Kotz, and G. Salinetti, eds.). Kluwer Academic Publishers, Dordrecht 1991, pp. 13–50 (1991) Zbl0727.60001MR1215944
  15. Schweizer B., Sklar A., Probabilistic Metric Spaces, Elsevier, New York 1983 Zbl0546.60010MR0790314
  16. Schweizer B., Wolff E. F., 10.1214/aos/1176345528, Ann. Statist. 9 (1981), 879–885 (1981) Zbl0468.62012MR0619291DOI10.1214/aos/1176345528
  17. Sklar A., Fonctions de répartition à n dimensions et leurs marges, Publ. Inst. Statist. Univ. Paris 8 (1959), 229–231 (1959) MR0125600
  18. Sklar A., Random variables, joint distribution functions, and copulas, Kybernetika 9 (1973), 449–460 (1973) Zbl0292.60036MR0345164

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