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Anotace knihy

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.

Parametry knihy

Zařazení knihy Knihy v angličtině Mathematics & science Mathematics Probability & statistics

• Plný název: Dependence Modeling: Vine Copula Handbook
• Autor: Dorota Kurowicka, Harry Joe
• Jazyk: Angličtina
• Vazba: Pevná
• Počet stran: 368
• EAN: 9789814299879
• ISBN: 9814299871
• ID: 05070061
• Nakladatelství: World Scientific Publishing Co Pte Ltd
• Hmotnost: 766 g
• Rozměry: 256 × 173 × 25 mm
• Datum vydání: 27. December 2010

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