Econometrics and Statistics
CALL FOR PAPERS
Special Issue on COPULAS
http://www.elsevier.com/locate/ecosta
Copulas are multivariate distribution functions with standard uniform
univariate margins. They arise as natural tools for modeling
dependence among random variables in probabilistic and statistical
applications encountered in fields such as economics, finance, risk
management, actuarial science, engineering, hydrology, climatology,
meteorology, to name a few. At the origin of the increasing enthusiasm
for their use lies Sklar's theorem which states that every
multivariate distribution function (d.f.) can be obtained by
"coupling" together marginal d.f.s by means of a copula. From the
point of view of the construction or estimation of a multivariate
distribution, this offers a great deal of flexibility as it allows
practitioners to model the marginal d.f.s separately from the
dependence structure, that is, the copula.
We welcome submissions in one or more of the following topics, but the
list of topics is not meant to be exclusive: Bayesian copula models;
copula methodology for censored data; copula models for survival data;
copula models for discrete or discontinuous data; dynamic /
time-varying copula models; statistical modeling based on conditional
copulas; copula regression; copula models for extreme-value theory;
nonparametric copula estimation; copula specification tests; copula
model selection; copula-based time series models; spatial modeling
based on copulas; single-index or multi-index copula models; vine
copulas and pair-copula constructions; mathematical constructions of
copulas and related functions. Novel applications of copulas to
interesting problems of economic, social or scientific relevance that
are accompanied by some domain-specific methodological contributions
are also welcome.
Submissions will be refereed according to standard procedures for
Econometrics and Statistics. Information about the journal can be
found at http://www.elsevier.com/locate/ecosta.
The deadline for submissions is 30 April 2018. However,
papers can be submitted at any time and once they are received, they
will enter the editorial system immediately. Papers for the special
issue should be submitted using the Elsevier Electronic Submission
tool EES: http://ees.elsevier.com/ecosta. In the EES, please choose
the special issue on "COPULAS".
The special issue editors:
Fabrizio Durante, University of Salento, Italy
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Christian Genest, McGill University, Canada
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Ivan Kojadinonic, University of Pau, France
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