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Dependence Modeling Vine Copula Handbook Dorota Kurowicka Harry Joe

Name: Dependence Modeling Vine Copula Handbook Dorota Kurowicka Harry Joe
SKU: BELL-2348490
Price: 31.00 USD
Availability: InStock
Rating: 4.4 (52 reviews)

SKU: BELL-2348490

$ 31.00 ~~$ 45.00~~ (-31%)

4.4

52 reviews

Dependence Modeling Vine Copula Handbook Dorota Kurowicka Harry Joe instant download after payment.

Publisher: World Scientific Publishing Company

File Extension: PDF

File size: 4.35 MB

Pages: 370

Author: Dorota Kurowicka, Harry Joe, Editors

ISBN: 9789814299879, 9814299871

Language: English

Year: 2010

Product desciption

Dependence Modeling Vine Copula Handbook Dorota Kurowicka Harry Joe by Dorota Kurowicka, Harry Joe, Editors 9789814299879, 9814299871 instant download after payment.

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.