Items related to Dependence Modeling: Vine Copula Handbook

Dependence Modeling: Vine Copula Handbook - Softcover

Kurowicka, Dorota

 
9789814299879: Dependence Modeling: Vine Copula Handbook
Softcover
ISBN 10: 9814299871 ISBN 13: 9789814299879
Publisher: World Scientific Publishing Company, 2010

Synopsis

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.

"synopsis" may belong to another edition of this title.

From the Back Cover

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.

"About this title" may belong to another edition of this title.

Publisher
World Scientific Publishing Company
Publication date
2010
Language
English
ISBN 10 
9814299871
ISBN 13 
9789814299879
Binding
Paperback
Number of pages
368