Dependence modeling: vine copula handbook
Auteur :
KUROWICKA DOROTA
Éditeur :
World Scientific Publishing Co Pte Ltd
ISBN :
9789814299879
Date de publication :
27 déc. 2010
Dimensions :
21,0 x 15,0 x 2,5 cm
Poids :
771 g
Format :
book
Langue :
Anglais
Pays d'origine :
Grande Bretagne
Research and applications in vines have been growing rapidly. This book traces historical developments, standardizing notation and terminology. It summarizes results on bivariate copulae and results for regular vines. It gives an overview of its applications.