Dependence modeling: vine copula handbook
Gespeichert in:
| Format: | Buch |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Singapore [u.a.]
World Scientific
2011
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | VIII, 360 S. Ill., graph. Darst. |
| ISBN: | 9789814299879 9814299871 |
Internformat
MARC
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| 020 | |a 9814299871 |9 981-4299-87-1 | ||
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| 245 | 1 | 0 | |a Dependence modeling |b vine copula handbook |c ed. Dorota Kurowicka ... |
| 264 | 1 | |a Singapore [u.a.] |b World Scientific |c 2011 | |
| 300 | |a VIII, 360 S. |b Ill., graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 650 | 0 | 7 | |a Kopula |g Mathematik |0 (DE-588)4529954-7 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Kopula |g Mathematik |0 (DE-588)4529954-7 |D s |
| 689 | 0 | |5 DE-604 | |
| 700 | 1 | |a Kurowicka, Dorota |e Sonstige |4 oth | |
| 856 | 4 | 2 | |m Digitalisierung UB Bayreuth |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=020552367&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-020552367 | ||
Datensatz im Suchindex
| _version_ | 1804143247012921344 |
|---|---|
| adam_text | Contents
Preface
v
1.
Introduction:
Dependence
Modeling
1
D.
Kurowicka
2.
Multivariate Copulae
19
M. Fischer
3.
Vines Arise
37
R.
M.
Cooke,
H.
Joe and
К.
Aas
4.
Sampling Count Variables with Specified Pearson
Correlation: A Comparison between a Naive
and a
С
-Vine
Sampling Approach
73
V. Erhardt and C. Czado
5.
Micro Correlations and Tail Dependence
89
R. M. Cooke, C.
Kousky
and H. Joe
6.
The Copula Information Criterion and Its Implications for
the Maximum Pseudo-Likelihood Estimator
113
S. Gr0nneberg
7.
Dependence Comparisons of Vine Copulae with Four or
More Variables
139
H. Joe
viii Contents
8.
Tail Dependence in Vine Copulae
165
H. Joe
9.
Counting Vines
189
Ο. Μ
orales-
Nápoles
10.
Regular Vines: Generation Algorithm and Number of
Equivalence Classes
219
H. Joe, R. M. Cooke and D. Kurowicka
11.
Optimal Truncation of Vines
233
D. Kurowicka
12.
Bayesian Inference for D-Vines: Estimation and Model Selection
249
C. Czado and
A. Min
13.
Analysis of Australian Electricity Loads Using Joint
Bayesian Inference of D-Vines with
Autoregressive
Margins
265
C. Czado,
F. Gärtner
and A
.
Min
14.
Non-Parametric Bayesian Belief Nets versus Vines
281
A. Hanea
15.
Modeling Dependence between Financial Returns Using
Pair-Copula Constructions
305
K.
Aas
and D. Berg
16.
Dynamic D-Vine Model
329
A. Heinen and A. Valdesogo
17.
Summary and Future Directions
355
D. Kurowicka
Index
359
|
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| ctrlnum | (OCoLC)705762825 (DE-599)BVBBV036632581 |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV036632581 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T22:44:37Z |
| institution | BVB |
| isbn | 9789814299879 9814299871 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-020552367 |
| oclc_num | 705762825 |
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| owner_facet | DE-11 DE-20 DE-91G DE-BY-TUM DE-19 DE-BY-UBM DE-703 |
| physical | VIII, 360 S. Ill., graph. Darst. |
| publishDate | 2011 |
| publishDateSearch | 2011 |
| publishDateSort | 2011 |
| publisher | World Scientific |
| record_format | marc |
| spelling | Dependence modeling vine copula handbook ed. Dorota Kurowicka ... Singapore [u.a.] World Scientific 2011 VIII, 360 S. Ill., graph. Darst. txt rdacontent n rdamedia nc rdacarrier Kopula Mathematik (DE-588)4529954-7 gnd rswk-swf Kopula Mathematik (DE-588)4529954-7 s DE-604 Kurowicka, Dorota Sonstige oth Digitalisierung UB Bayreuth application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=020552367&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Dependence modeling vine copula handbook Kopula Mathematik (DE-588)4529954-7 gnd |
| subject_GND | (DE-588)4529954-7 |
| title | Dependence modeling vine copula handbook |
| title_auth | Dependence modeling vine copula handbook |
| title_exact_search | Dependence modeling vine copula handbook |
| title_full | Dependence modeling vine copula handbook ed. Dorota Kurowicka ... |
| title_fullStr | Dependence modeling vine copula handbook ed. Dorota Kurowicka ... |
| title_full_unstemmed | Dependence modeling vine copula handbook ed. Dorota Kurowicka ... |
| title_short | Dependence modeling |
| title_sort | dependence modeling vine copula handbook |
| title_sub | vine copula handbook |
| topic | Kopula Mathematik (DE-588)4529954-7 gnd |
| topic_facet | Kopula Mathematik |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=020552367&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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