LEADER 02519nam0 2200601 i 450 001 VAN0124046 005 20230703125003.996 017 70$2N$a9783319642215 100 $a20191007d2017 |0itac50 ba 101 $aeng 102 $aCH 105 $a|||| ||||| 200 1 $aCopulas and Dependence Models with Applications$eContributions in Honor of Roger B. Nelsen$fManuel Úbeda Flores ... [et al.] editors 210 $aCham$cSpringer$d2017 215 $axvii, 258 p.$cill.$d24 cm 500 1$3VAN0235538$aCopulas and Dependence Models with Applications$91562480 606 $a28Axx$xClassical measure theory [MSC 2020]$3VANC022188$2MF 606 $a60Exx$xDistribution theory [MSC 2020]$3VANC024526$2MF 606 $a62Hxx$xMultivariate analysis [MSC 2020]$3VANC026440$2MF 606 $a62Pxx$xApplications of statistics [MSC 2020]$3VANC027777$2MF 606 $a62Fxx$xParametric inference [MSC 2020]$3VANC031220$2MF 606 $a62Exx$xStatistical distribution theory [MSC 2020]$3VANC031447$2MF 610 $aApplications of copulas$9KW:K 610 $aArchimedian copula$9KW:K 610 $aConic sections$9KW:K 610 $aCopula$9KW:K 610 $aCopula construction$9KW:K 610 $aCopula theory$9KW:K 610 $aDependence$9KW:K 610 $aDiagonal sections$9KW:K 610 $aDistributions with given marginals$9KW:K 610 $aEmpirical copula$9KW:K 610 $aMeasure Theory$9KW:K 610 $aMeasures of association$9KW:K 610 $aMultivariate copula$9KW:K 610 $aQuantitative Risk Management$9KW:K 610 $aQuasi-copula$9KW:K 610 $aRank statistics$9KW:K 610 $aRoger B. Nelsen$9KW:K 610 $aSklar theorem$9KW:K 610 $aStochastic orderings$9KW:K 610 $aTail copula$9KW:K 620 $aCH$dCham$3VANL001889 702 1$aÚbeda Flores$bManuel$3VANV095520 712 $aSpringer $3VANV108073$4650 801 $aIT$bSOL$c20240405$gRICA 856 4 $uhttp://doi.org/10.1007/978-3-319-64221-5$zE-book ? Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o Shibboleth 899 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$1IT-CE0120$2VAN08 912 $fN 912 $aVAN0124046 950 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$d08CONS e-book 0610 $e08eMF610 20191007 996 $aCopulas and Dependence Models with Applications$91562480 997 $aUNICAMPANIA