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Dependence modeling = vine copula ha...

Kurowicka, Dorota, (1967-)

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Dependence modeling = vine copula handbook /

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Dependence modeling/ editors, Dorota Kurowicka, Harry Joe.{me_controlnum}
其他題名:	vine copula handbook /
其他作者:	Kurowicka, Dorota,
出版者:	Singapore ;World Scientific Pub. Co., : c2011.,
面頁冊數:	viii, 360 p. :ill.
標題:	Copulas (Mathematical statistics) -
電子資源:	http://www.worldscientific.com/worldscibooks/10.1142/7699#t=toc
ISBN:	9789814299886 (electronic bk.)

Dependence modeling = vine copula handbook /
Dependence modelingvine copula handbook /[electronic resource] :editors, Dorota Kurowicka, Harry Joe.{me_controlnum} - Singapore ;World Scientific Pub. Co.,c2011. - viii, 360 p. :ill.

Includes bibliographical references and index.

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 (1) trace historical developments, standardizing notation and terminology, (2) summarize results on bivariate copulae, (3) summarize results for regular vines, and (4) 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.

Electronic reproduction.
Singapore :
World Scientific Publishing Co.,
2011.

System requirements: Adobe Acrobat Reader.

ISBN: 9789814299886 (electronic bk.)Subjects--Topical Terms:

1086625
Copulas (Mathematical statistics)

LC Class. No.: QA273.6 / .D474 2011eb

Dewey Class. No.: 519.5

Dependence modeling = vine copula handbook /
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