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Dependence Modeling
Language: en
Pages: 370
Authors: Harry Joe
Categories: Business & Economics
Type: BOOK - Published: 2011 - Publisher: World Scientific

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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
Dependence Modeling with Copulas
Language: en
Pages: 483
Authors: Harry Joe
Categories: Mathematics
Type: BOOK - Published: 2014-06-26 - Publisher: CRC Press

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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
Dependence Modeling with Copulas
Language: en
Pages: 479
Authors: Harry Joe
Categories: Mathematics
Type: BOOK - Published: 2014-06-26 - Publisher: CRC Press

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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
Uncertainty Analysis with High Dimensional Dependence Modelling
Language: en
Pages: 302
Authors: Dorota Kurowicka
Categories: Mathematics
Type: BOOK - Published: 2006-10-02 - Publisher: John Wiley & Sons

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Mathematical models are used to simulate complex real-world phenomena in many areas of science and technology. Large complex models typically require inputs who
Copulas and Dependence Models with Applications
Language: en
Pages: 268
Authors: Manuel Úbeda Flores
Categories: Mathematics
Type: BOOK - Published: 2017-10-13 - Publisher: Springer

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This book presents contributions and review articles on the theory of copulas and their applications. The authoritative and refereed contributions review the la