國立高雄大學圖資館 |

Language: English

Back

Dependence modelingvine copula handb...

Joe, Harry.

Dependence modelingvine copula handbook /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Dependence modelingeditors, Dorota Kurowicka, Harry Joe.
Reminder of title:	vine copula handbook /
other author:	Kurowicka, Dorota,
Published:	Singapore ;World Scientific Pub. Co.,c2011.
Description:	viii, 360 p. :ill.
Subject:	Copulas (Mathematical statistics)
Online resource:	http://www.worldscientific.com/worldscibooks/10.1142/7699#t=toc
ISBN:	9789814299886 (electronic bk.)

Dependence modelingvine copula handbook /
Dependence modelingvine copula handbook /[electronic resource] :editors, Dorota Kurowicka, Harry Joe. - Singapore ;World Scientific Pub. Co.,c2011. - viii, 360 p. :ill.

Includes bibliographical references and index.

This book is a collaborative effort from three workshops held over the last three years, all involving principal contributors to the vine-copula methodology. Research and applications in vines have been growing rapidly and there is now a growing need to collate basic results, and standardize terminology and methods. Specifically, this handbook will (1) trace historical developments, standardizing notation and terminology, (2) summarize results on bivariate copulae, (3) summarize results for regular vines, and (4) give an overview of its applications. In addition, many of these results are new and not readily available in any existing journals. New research directions are also discussed.

Electronic reproduction.
Singapore :
World Scientific Publishing Co.,
2011.

System requirements: Adobe Acrobat Reader.

ISBN: 9789814299886 (electronic bk.)Subjects--Topical Terms:

247625
Copulas (Mathematical statistics)

LC Class. No.: QA273.6 / .D474 2011eb

Dewey Class. No.: 519.5

Dependence modelingvine copula handbook /
LDR:01757nmm a2200277 a 4500 001 345817
003 WSP
005 20110426123606.0
006 m d
007 cr cuu|||uu|||
008 121106s2011 si a sb 001 0 eng d
020 $a 9789814299886 (electronic bk.)
020 $z 9814299871
020 $z 9789814299879
035 $a 00001224
040 $a WSPC $b eng $c WSPC
050 4 $a QA273.6 $b .D474 2011eb
082 0 4 $a 519.5 $2 22
245 0 0 $a Dependence modeling $h [electronic resource] : $b vine copula handbook / $c editors, Dorota Kurowicka, Harry Joe.
260 $a Singapore ; $a Hackensack, N.J. : $b World Scientific Pub. Co., $c c2011.
300 $a viii, 360 p. : $b ill.
504 $a Includes bibliographical references and index.
520 $a This book is a collaborative effort from three workshops held over the last three years, all involving principal contributors to the vine-copula methodology. Research and applications in vines have been growing rapidly and there is now a growing need to collate basic results, and standardize terminology and methods. Specifically, this handbook will (1) trace historical developments, standardizing notation and terminology, (2) summarize results on bivariate copulae, (3) summarize results for regular vines, and (4) give an overview of its applications. In addition, many of these results are new and not readily available in any existing journals. New research directions are also discussed.
533 $a Electronic reproduction. $b Singapore : $c World Scientific Publishing Co., $d 2011. $n System requirements: Adobe Acrobat Reader. $n Mode of access: World Wide Web. $n Available to subscribing institutions.
650 0 $a Copulas (Mathematical statistics) $3 247625
700 1 $a Kurowicka, Dorota, $d 1967- $3 243599
700 1 $a Joe, Harry. $3 541312
710 2 $a World Scientific (Firm) $3 575130
776 1 $z 9814299871
776 1 $z 9789814299879
856 4 0 $u http://www.worldscientific.com/worldscibooks/10.1142/7699#t=toc