A measure of mutual complete dependence [Elektronische Ressource] / vorgelegt von Pavel A. Stoimenov

A Measure of Mutual CompleteDependenceDissertationzur Erlangung des Grades einesDoktors der Naturwissenschaften derTechnischen Universit˜at DortmundDer Fakult˜at Statistik derTechnischen Universit˜at Dortmundvorgelegt vonPavel A. Stoimenovaus SoflaTag der mundlic˜ hen Prufung:˜ 5. M˜arz 2008Erstgutachter: Professor Dr. Walter Kr˜amerZweitgutachter: Dr. Joachim KunertAcknowledgementsThis dissertation was written during my time at the Institute of Businessand Social Statistics at the Department of Statistics of the TU Dortmund.First, I would like to thank the Ruhr Graduate School in Economics(RGS Econ) and, in particular, the Alfried Krupp von Bohlen and HalbachFoundation for granting me a three year scholarship, which enabled theresearch presented here.There are two people I am particularly grateful to. The flrst one ismy supervisor Professor Dr. Walter Kr˜amer, who drew my attention to theinteresting fleld of copulas and who has consistently and wholeheartedlyaided and supported me in the years since. The second one is ProfessorDr.KarlFriedrichSiburg,whohasnotonlybeenmyuniversitymathematicsprofessor and an invaluable help, but who also inspired me to pursue adissertation in mathematical statistics.Iwouldalsoliketothankmycolleaguesat theInstitute ofBusiness andSocial Statistics, many of whom contributed to this thesis in one way oranother. In particular, I have to mention Matthias Arnold, Tobias Pr˜ogerand Gabi Totova.