Dependence modeling: vine copula handbook

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Publisher:
Varies, see individual formats and editions
Pub. Date:
Varies, see individual formats and editions
Language:
English
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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Grouping Information

Grouped Work IDcde4993a-de7c-ed6a-bfe2-03bb4664d1d7
Grouping Titledependence modeling vine copul
Grouping Authordorota kurowicka
Grouping Categorybook
Grouping LanguageEnglish (eng)
Last Grouping Update2024-03-06 21:11:27PM
Last Indexed2024-03-29 00:59:44AM

Solr Fields

accelerated_reader_point_value
0
accelerated_reader_reading_level
0
auth_author2
Joe, Harry
Kurowicka, Dorota
Kurowicka, Dorota, 1967-
author2-role
Joe, Harry
Joe, Harry.|Editor
Kurowicka, Dorota
Kurowicka, Dorota,1967-|Editor
ProQuest (Firm)
display_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.
format_category_ccu
eBook
format_ccu
eBook
id
cde4993a-de7c-ed6a-bfe2-03bb4664d1d7
isbn
9789814299886
last_indexed
2024-03-29T06:59:44.459Z
lexile_score
-1
literary_form
Non Fiction
literary_form_full
Non Fiction
primary_isbn
9789814299886
publishDate
2011
publisher
World Scientific
World Scientific Pub
recordtype
grouped_work
subject_facet
Copulas (Mathematical statistics)
Copules (Statistique mathématique)
Dependence (Statistics)
Distribution (Probability theory)
Electronic books
MATHEMATICS -- Probability & Statistics -- General
title_display
Dependence modeling : vine copula handbook
title_full
Dependence modeling : vine copula handbook / editors, Dorota Kurowicka, Harry Joe
Dependence modeling [electronic resource] : vine copula handbook / editors, Dorota Kurowicka, Harry Joe
title_short
Dependence modeling
title_sub
vine copula handbook
topic_facet
Copulas (Mathematical statistics)
Copules (Statistique mathématique)
Dependence (Statistics)
Distribution (Probability theory)
General
MATHEMATICS
Probability & Statistics

Solr Details Tables

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