The study of copulas and their applications in statistics is a rather modern phenomenon.
Until quite recently, it was difficult to even locate the word “copula” in the statistical literature …

The idea for this book came from the time the authors spent at the Statistics and Applied
Mathematical Sciences Institute (SAMSI) in Research Triangle Park in North Carolina …

Aggregation is the process of combining several numerical values into a single
representative value, and an aggregation function performs this operation. These functions …

The official history of copulas begins in 1959 with Sklar [1959]; but, as is often the case in
Mathematics, for groundbreaking results there are forerunners and precedents. These latter …

The functional equation of associativity is the topic of Abel's first contribution to Crelle's
Journal. Seventy years later, it was featured as the second part of Hilbert's Fifth Problem …

Since the publication of the first edition of this seminar book in 1994, the theory and
applications of extremes and rare events have enjoyed an enormous and still increasing …

In this review paper we outline some recent contributions to copula theory. Several new
author's investigations are presented briefly, namely: order statistics copula, copulas with …

A copula is a function which joins or “couples” a multivariate distribution function to its one-
dimensional marginal distribution functions. The word “copula” was first used in a …

Copula Theory: An Introduction | SpringerLink Skip to main content Advertisement SpringerLink
Account Menu Find a journal Publish with us Track your research Search Cart Book cover …

In this second part of our state-of-the-art overview on aggregation theory, based again on
our recent monograph on aggregation functions, we focus on several construction methods …