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Language: en
Pages: 370
Pages: 370
Type: BOOK - Published: 2011 - Publisher: World Scientific
1. Introduction : Dependence modeling / D. Kurowicka -- 2. Multivariate copulae / M. Fischer -- 3. Vines arise / R.M. Cooke, H. Joe and K. Aas -- 4. Sampling co
Language: en
Pages: 483
Pages: 483
Type: BOOK - Published: 2014-06-26 - Publisher: CRC Press
Dependence Modeling with Copulas covers the substantial advances that have taken place in the field during the last 15 years, including vine copula modeling of
Language: en
Pages: 479
Pages: 479
Type: BOOK - Published: 2014-06-26 - Publisher: CRC Press
Dependence Modeling with Copulas covers the substantial advances that have taken place in the field during the last 15 years, including vine copula modeling of
Language: en
Pages: 302
Pages: 302
Type: BOOK - Published: 2006-10-02 - Publisher: John Wiley & Sons
Mathematical models are used to simulate complex real-world phenomena in many areas of science and technology. Large complex models typically require inputs who
Language: en
Pages: 268
Pages: 268
Type: BOOK - Published: 2017-10-13 - Publisher: Springer
This book presents contributions and review articles on the theory of copulas and their applications. The authoritative and refereed contributions review the la