Dependence modeling: vine copula handbook
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 termino...
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| Format: | Elektronisch E-Book |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Singapore
World Scientific Pub. Co.
c2011
|
| Schlagworte: | |
| Online-Zugang: | FHN01 Volltext |
| Zusammenfassung: | 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 |
| Beschreibung: | viii, 360 p. ill |
| ISBN: | 9789814299886 |
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| discipline | Mathematik Wirtschaftswissenschaften |
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| id | DE-604.BV044638045 |
| illustrated | Not Illustrated |
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| institution | BVB |
| isbn | 9789814299886 |
| language | English |
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| physical | viii, 360 p. ill |
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| publishDate | 2011 |
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| spelling | Dependence modeling vine copula handbook editors, Dorota Kurowicka, Harry Joe Singapore World Scientific Pub. Co. c2011 viii, 360 p. ill txt rdacontent c rdamedia cr rdacarrier 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 Copulas (Mathematical statistics) Kopula Mathematik (DE-588)4529954-7 gnd rswk-swf Kopula Mathematik (DE-588)4529954-7 s 1\p DE-604 Kurowicka, Dorota 1967- Sonstige oth Joe, Harry Sonstige oth Erscheint auch als Druck-Ausgabe 9789814299879 Erscheint auch als Druck-Ausgabe 9814299871 http://www.worldscientific.com/worldscibooks/10.1142/7699#t=toc Verlag URL des Erstveroeffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Dependence modeling vine copula handbook Copulas (Mathematical statistics) 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 editors, Dorota Kurowicka, Harry Joe |
| title_fullStr | Dependence modeling vine copula handbook editors, Dorota Kurowicka, Harry Joe |
| title_full_unstemmed | Dependence modeling vine copula handbook editors, Dorota Kurowicka, Harry Joe |
| title_short | Dependence modeling |
| title_sort | dependence modeling vine copula handbook |
| title_sub | vine copula handbook |
| topic | Copulas (Mathematical statistics) Kopula Mathematik (DE-588)4529954-7 gnd |
| topic_facet | Copulas (Mathematical statistics) Kopula Mathematik |
| url | http://www.worldscientific.com/worldscibooks/10.1142/7699#t=toc |
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