Code: 05070061

Dependence Modeling: Vine Copula Handbook

Name: Dependence Modeling: Vine Copula Handbook
Brand: World Scientific Publishing Co Pte Ltd
SKU: 05070061
Price: 148.10 EUR
Availability: InStock
Author: Dorota Kurowicka
ISBN: 9789814299879

by Dorota Kurowicka, Harry Joe

Language: English
Binding: Hardback
Number of pages: 368
Publisher: World Scientific Publishing Co Pte Ltd, 2010
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Book synopsis

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.