ABSTRACT
This chapter demonstrates a variety of applications of dependence modeling with copulas. Because in practice, all copula models are to some extent misspecified, there are some simulation-based examples to show what can be expected in terms of tail inference with misspecified copula models, and to illustrate some points concerning non-tail and tail inference with copulas. Some examples with multivariate data sets of different types are the following. 1. Insurance claims with two types of losses. 2. Count (longitudinal) response. 3. Count times series. 4. Extreme values with monthly sea levels at several sites. 5. Financial returns: market returns and stock returns. 6. Item response (ordinal) variables for several items in a survey. 7. Correlated sociological variables with latent variable dependence.
