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Copula Theory and Its Applications

- Proceedings of the Workshop Held in Warsaw, 25-26 September 2009

indgår i Lecture Notes in Statistics serien

indgår i Lecture Notes in Statistics - Proceedings serien

Copula Theory and Its Applications
Bag om Copula Theory and Its Applications

Copulas are mathematical objects that fully capture the dependence structure among random variables and hence offer great flexibility in building multivariate stochastic models. This book is divided into two main parts: Part I - "Surveys" contains 11 chapters that provide an up-to-date account of essential aspects of copula models.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783642124648
  • Indbinding:
  • Paperback
  • Sideantal:
  • 327
  • Udgivet:
  • 24. juli 2010
  • Udgave:
  • 2010
  • Størrelse:
  • 155x233x23 mm.
  • Vægt:
  • 538 g.
  • 8-11 hverdage.
  • 21. november 2024
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Copulas are mathematical objects that fully capture the dependence structure among random variables and hence offer great flexibility in building multivariate stochastic models. This book is divided into two main parts: Part I - "Surveys" contains 11 chapters that provide an up-to-date account of essential aspects of copula models.

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