Copula Theory and Its Application

Lecture Notes in Statistics – Proceedings

Edited by P. Bickel, P. Diggle, S. Fienberg, U. Gather,

I. Olkin, S. Zeger

For further volumes:

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198

Piotr Jaworski · Fabrizio Durante ·

Wolfgang H¨ rdle · Tomasz Rychlik

a

Editors

Copula Theory and

Its Applications

Proceedings of the Workshop Held in

Warsaw, 25–26 September 2009

123

Editors

Piotr Jaworski

University of Warsaw

Faculty of Mathematics

Informatics and Mechanics

ul. Banacha 2

02097 Warszawa

Poland

p.jaworski@mimuw.edu.pl

Wolfgang H¨ rdle

a

Humboldt-Universit¨ t zu Berlin

a

CASE – Center for Applied

Statistics and Economics

Unter den Linden 6

10099 Berlin

Germany

stat@wiwi.hu-berlin.de

Fabrizio Durante

Free University of Bozen-Bolzano

School of Economics and Management

Piazza Universit` 1

a

39100 Bolzano

Italy

fabrizio.durante@unibz.it

Tomasz Rychlik

Polish Academy of Sciences

Institute of Mathematics

ul. Chopina 12

87100 Toru´

n

Poland

trychlik@impan.gov.pl

ISSN 0930-0325

ISBN 978-3-642-12464-8

e-ISBN 978-3-642-12465-5

DOI 10.1007/978-3-642-12465-5

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