Tallenna
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.
- Alaotsikko
- Proceedings of the Workshop Held in Warsaw, 25-26 September 2009
- Toimittaja
- Piotr Jaworski, Fabrizio Durante, Wolfgang Karl Härdle, Tomasz Rychlik
- Painos
- 2010 ed.
- ISBN
- 9783642124648
- Kieli
- englanti
- Paino
- 310 grammaa
- Julkaisupäivä
- 24.7.2010
- Sivumäärä
- 327
