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Viac informácií o knihe Dependence Modeling: Vine Copula Handbook

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Anotácia 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.

Parametre knihy

Zaradenie knihy Knihy po anglicky Mathematics & science Mathematics Probability & statistics

• Celý názov: Dependence Modeling: Vine Copula Handbook
• Autor: Dorota Kurowicka, Harry Joe
• Jazyk: Angličtina
• Väzba: Pevná
• Počet strán: 368
• EAN: 9789814299879
• ISBN: 9814299871
• ID: 05070061
• Nakladateľ: World Scientific Publishing Co Pte Ltd
• Hmotnosť: 766 g
• Rozmery: 256 × 173 × 25 mm
• Dátum vydania: 27. December 2010

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