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Dependence Modeling: Vine Copula Handbook

Dependence Modeling: Vine Copula Handbook

Handbook on Vine Copulae

by Harry Joe and Dorota Kurowicka
Hardback
Publication Date: 27/12/2010

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$295.00
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.
ISBN:
9789814299879
9789814299879
Category:
Probability & statistics
Format:
Hardback
Publication Date:
27-12-2010
Publisher:
World Scientific Publishing Co Pte Ltd
Country of origin:
Singapore
Pages:
368
Dimensions (mm):
246x168x25mm
Weight:
0.77kg

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