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Dependence Modeling: Vine Copula Handbook: VINE COPULA HANDBK - Softcover

Kurowicka, Dorota

 
9789814299879: Dependence Modeling: Vine Copula Handbook: VINE COPULA HANDBK
Softcover
ISBN 10: 9814299871 ISBN 13: 9789814299879
Verlag: World Scientific Publishing Company, 2010

Inhaltsangabe

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 (1) trace historical developments, standardizing notation and terminology, (2) summarize results on bivariate copulae, (3) summarize results for regular vines, and (4) 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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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 (1) trace historical developments, standardizing notation and terminology, (2) summarize results on bivariate copulae, (3) summarize results for regular vines, and (4) 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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Verlag
World Scientific Publishing Company
Erscheinungsdatum
2010
Sprache
Englisch
ISBN 10 
9814299871
ISBN 13 
9789814299879
Einband
Taschenbuch
Anzahl der Seiten
368
Kontakt zum Hersteller
preigu GmbH & Co. KG
mail@preigu.de

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