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Dependence Modeling: Vine Copula Handbook

Jezik EngleskiEngleski
Knjiga Tvrdi uvez
Knjiga Dependence Modeling: Vine Copula Handbook Dorota Kurowicka
Libristo kod: 05070061
Nakladnici World Scientific Publishing Co Pte Ltd, prosinac 2010
This book is a collaborative effort from three workshops held over the last three years, all involvi... Cijeli opis
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This book is a collaborative effort from three workshops held over the last three years, all involving principal contributors to the vine-copula methodology. Research and applications in vines have been growing rapidly and there is now a growing need to collate basic results, and standardize terminology and methods. Specifically, this handbook will trace historical developments, standardizing notation and terminology, summarize results on bivariate copulae, summarize results for regular vines, and give an overview of its applications. In addition, many of these results are new and not readily available in any existing journals. New research directions are also discussed.

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Informacije o knjizi

Puni naziv Dependence Modeling: Vine Copula Handbook
Autor Dorota Kurowicka, Harry Joe
Jezik Engleski
Uvez Knjiga - Tvrdi uvez
Datum izdanja 2010
Broj stranica 368
EAN 9789814299879
ISBN 9814299871
Libristo kod 05070061
Nakladnici World Scientific Publishing Co Pte Ltd
Težina 766
Dimenzije 173 x 256 x 25

Kategorija

Mathematics & Science > Mathematics > Probability & statistics
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