Dependence modeling: vine copula handbook
(eBook)

Book Cover
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.
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Ebrary (CCU)
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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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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.
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Grouped Work ID:
cde4993a-de7c-ed6a-bfe2-03bb4664d1d7
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Record Information

Last File Modification TimeJan 04, 2024 04:53:15 PM
Last Grouped Work Modification TimeMar 06, 2024 09:11:27 PM

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24500|a Dependence modeling|h [electronic resource] :|b vine copula handbook /|c editors, Dorota Kurowicka, Harry Joe.
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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)
650 0|a Distribution (Probability theory)
655 4|a Electronic books.
7001 |a Kurowicka, Dorota.
7001 |a Joe, Harry.
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