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Dependence Modeling: Vine Copula Handbook

Language EnglishEnglish
Book Hardback
Book Dependence Modeling: Vine Copula Handbook Dorota Kurowicka
Libristo code: 05070061
Publishers World Scientific Publishing Co Pte Ltd, December 2010
This book is a collaborative effort from three workshops held over the last three years, all involvi... Full description
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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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About the book

Full name Dependence Modeling: Vine Copula Handbook
Author Dorota Kurowicka, Harry Joe
Language English
Binding Book - Hardback
Date of issue 2010
Number of pages 368
EAN 9789814299879
ISBN 9814299871
Libristo code 05070061
Publishers World Scientific Publishing Co Pte Ltd
Weight 766
Dimensions 173 x 256 x 25

Categories

Mathematics & Science > Mathematics > Probability & statistics
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