Dependence Modeling: Vine Copula Handbook

Name: Dependence Modeling: Vine Copula Handbook
Brand: World Scientific Publishing Co Pte Ltd
SKU: 9789814299879
Price: 3480 CZK
Availability: InStock

Autor: Dorota Kurowicka, Harry Joe

Jazyk:

Vazba: Pevná

Vydavatel: World Scientific Publishing Co Pte Ltd

Dostupnost: Skladem u dodavatele

Odesíláme za 14-21 dnů

3 480 Kč

This book is a collaborative effort from three workshops held over the last three years, all involvi...

Informace o knize

Autor

Dorota Kurowicka, Harry Joe

Jazyk

Angličtina

Vazba

Kniha - Pevná

Vydáno

2010

Stránek

368

EAN

9789814299879

ISBN

9814299871

Enbook ID

05070061

Vydavatel

World Scientific Publishing Co Pte Ltd

Hmotnost

766

Rozměry

173 x 256 x 25

Kompletní 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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Dependence Modeling: Vine Copula Handbook

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Kompletní popis

Mohlo by vás zajímat

Zákaznicí kteří koupili tuto knihu koupili také