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...

Full description

Saved in:
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
Description
Summary: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 trace historical developments, standardizing notation and terminology, summarize results on bivariate copulae, summarize results for regular vines, and give an overview of its applications. In addition, many of these results are new and not readily.
Physical Description:1 online resource (368 pages)
ISBN:9789814299886
981429988X
1283144417
9781283144414
Source of Description, Etc. Note:Print version record.