Dependence modeling: vine copula handbook
(eBook)
Contributors:
Published:
Hackensack, N.J. : World Scientific, 2011.
Format:
eBook
ISBN:
9789814299886 (electronic bk.)
Physical Desc:
viii, 360 pages : ill.
Status:
Ebrary (CCU)
Description
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.
Copies
Ebrary (CCU)
Citations
APA Citation (style guide)
Kurowicka, D., & Joe, H. (2011). Dependence modeling: vine copula handbook. Hackensack, N.J., World Scientific.
Chicago / Turabian - Author Date Citation (style guide)Kurowicka, Dorota and Harry. Joe. 2011. Dependence Modeling: Vine Copula Handbook. Hackensack, N.J., World Scientific.
Chicago / Turabian - Humanities Citation (style guide)Kurowicka, Dorota and Harry. Joe, Dependence Modeling: Vine Copula Handbook. Hackensack, N.J., World Scientific, 2011.
MLA Citation (style guide)Kurowicka, Dorota. and Harry Joe. Dependence Modeling: Vine Copula Handbook. Hackensack, N.J., World Scientific, 2011.
Note! Citation formats are based on standards as of July 2022. Citations contain only title, author, edition, publisher, and year published. Citations should be used as a guideline and should be double checked for accuracy.
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More Details
Language:
English
Notes
Bibliography
Includes bibliographical references and index.
Reproduction
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
Staff View
Grouped Work ID:
cde4993a-de7c-ed6a-bfe2-03bb4664d1d7
Record Information
Last File Modification Time | Jan 04, 2024 04:53:15 PM |
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Last Grouped Work Modification Time | Mar 06, 2024 09:11:27 PM |
MARC Record
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300 | |a viii, 360 p. :|b ill. | ||
504 | |a Includes bibliographical references and index. | ||
533 | |a Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. | ||
650 | 0 | |a Copulas (Mathematical statistics) | |
650 | 0 | |a Dependence (Statistics) | |
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700 | 1 | |a Joe, Harry. | |
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