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Dependence Modeling: Vine Copula Handbook Dorota Kurowicka
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Dependence Modeling: Vine Copula Handbook
Dorota Kurowicka
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.
368 pages, illustrations
| Medij | Knjige Hardcover Book (Knjiga s trdim hrbtom in platnicami) |
| Izdano | 27. decembra 2010 |
| ISBN13 | 9789814299879 |
| Založniki | World Scientific Publishing Co Pte Ltd |
| Strani | 368 |
| Dimenzije | 173 × 256 × 25 mm · 766 g |
| Urednik | Joe, Harry (University of British Columbia, Canada) |
| Urednik | Kurowicka, Dorota (Delft University of Technology, The Netherlands) |
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