Kniha Dependence Modeling: Vine Copula Handbook Dorota Kurowicka

Dependence Modeling: Vine Copula Handbook

Jazyk: Angličtina
Väzba: Pevná
Dostupnosť: Skladom u dodávateľa
Odosielame za 14-21 dní
143.51
This book is a collaborative effort from three workshops held over the last three years, all involvi...

Informácie o knihe

Jazyk
Angličtina
Väzba
Kniha - Pevná
Vydalo
2010
Stránok
368
EAN
9789814299879
ISBN
9814299871
Enbook ID
05070061
Hmotnosť
766
Rozmery
173 x 256 x 25

Kompletný popis

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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