ENGLISH

Marshall Olkin Distributions - Advances in Theory and Applications: Bologna, Italy, October 2013

By Umberto Cherubini , Fabrizio Durante , Sabrina Mulinacci

Book information

Publisher
Springer
Year
2015
ISBN
3319190385, 9783319190389, 9783319190396
DOI
10.1007/978-3-319-19039-6
ISSN
2194-1009
Language
english
Format
PDF
Filesize
2 MB (2555509 bytes)
Series
Springer Proceedings in Mathematics & Statistics Vol. 141
Edition
2015
Pages
C, xv, 113\126
Orientation
portrait
Paginated
yes
Scanned
no
Time added
2015-06-03 12:46:11
Statistical Theory and Methods; Applications of Ma

Description

Provides a collection of survey papers on the Marshall-Olkin distribution Describes financial and economic applications Unique reference for researchers and practitioners in stochastic models in economics This book presents the latest advances in the theory and practice of Marshall-Olkin distributions. These distributions have been increasingly applied in statistical practice in recent years, as they make it possible to describe interesting features of stochastic models like non-exchangeability, tail dependencies and the presence of a singular component. The book presents cutting-edge contributions in this research area, with a particular emphasis on financial and economic applications. It is recommended for researchers working in applied probability and statistics, as well as for practitioners interested in the use of stochastic models in economics. This volume collects selected contributions from the conference “Marshall-Olkin Distributions: Advances in Theory and Applications,” held in Bologna on October 2-3, 2013. Topics Statistical Theory and Methods Applications of Mathematics Econometrics Statistics for Business, Economics, Mathematical Finance, Insurance

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