Marshall ̶ Olkin Distributions : Advances in Theory and Applications

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...

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Detalles Bibliográficos
Autores principales: Cherubini, Umberto, Durante, Fabrizio, Mulinacci, Sabrina
Lenguaje:eng
Publicado: Springer 2015
Materias:
Mathematical Physics and Mathematics
Acceso en línea:https://dx.doi.org/10.1007/978-3-319-19039-6
http://cds.cern.ch/record/2032382
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author Cherubini, Umberto
Durante, Fabrizio
Mulinacci, Sabrina
author_facet Cherubini, Umberto
Durante, Fabrizio
Mulinacci, Sabrina
author_sort Cherubini, Umberto
collection CERN
description 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.
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institution Organización Europea para la Investigación Nuclear
language eng
publishDate 2015
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spelling cern-20323822021-04-22T06:48:24Zdoi:10.1007/978-3-319-19039-6http://cds.cern.ch/record/2032382engCherubini, UmbertoDurante, FabrizioMulinacci, SabrinaMarshall ̶ Olkin Distributions : Advances in Theory and ApplicationsMathematical Physics and MathematicsThis 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.Springeroai:cds.cern.ch:20323822015
spellingShingle Mathematical Physics and Mathematics
Cherubini, Umberto
Durante, Fabrizio
Mulinacci, Sabrina
Marshall ̶ Olkin Distributions : Advances in Theory and Applications
title Marshall ̶ Olkin Distributions : Advances in Theory and Applications
title_full Marshall ̶ Olkin Distributions : Advances in Theory and Applications
title_fullStr Marshall ̶ Olkin Distributions : Advances in Theory and Applications
title_full_unstemmed Marshall ̶ Olkin Distributions : Advances in Theory and Applications
title_short Marshall ̶ Olkin Distributions : Advances in Theory and Applications
title_sort marshall ̶ olkin distributions : advances in theory and applications
topic Mathematical Physics and Mathematics
url https://dx.doi.org/10.1007/978-3-319-19039-6
http://cds.cern.ch/record/2032382
work_keys_str_mv AT cherubiniumberto marshallolkindistributionsadvancesintheoryandapplications
AT durantefabrizio marshallolkindistributionsadvancesintheoryandapplications
AT mulinaccisabrina marshallolkindistributionsadvancesintheoryandapplications

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