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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Bibliographic Details
Main Author: Kurowicka, Dorota
Other Authors: Joe, Harry
Format: eBook
Language:English
Published: Singapore : World Scientific, 2010.
Subjects:
Online Access:Click for online access