Dependence Modeling: Vine Copula Handbook

Dependence Modeling: Vine Copula Handbook

by Dorota Kurowicka (Author), HarryJoe (Editor)

Synopsis

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.

$161.78

Quantity

20+ in stock

More Information

Format: Hardcover
Pages: 368
Publisher: World Scientific Publishing Co Pte Ltd
Published: 30 Sep 2010

ISBN 10: 9814299871
ISBN 13: 9789814299879