Statistical Modeling and Analysis for Complex Data Problems

This book reviews some of todays more complex problems, and reflects some of the important research directions in the field. Twenty-nine authors largely from Montreals GERAD Multi-University Research Center and who work in areas of theoretical statistics, applied statistics, probability theory, and stochastic processes present survey chapters on various theoretical and applied problems of importance and interest to researchers and students across a number of academic domains.

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[17]  Rafael Schmidt,et al.  Tail dependence for elliptically contoured distributions , 2002, Math. Methods Oper. Res..

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[20]  Christian Genest,et al.  Concepts de dépendance et ordres stochastiques pour des lois bidimensionnelles , 1990 .

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[23]  D. Blest Theory & Methods: Rank Correlation — an Alternative Measure , 2000 .

[24]  R. Cooke,et al.  Elliptical copulae , 2001 .

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[27]  F. Lindskog,et al.  Multivariate extremes, aggregation and dependence in elliptical distributions , 2002, Advances in Applied Probability.