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.
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Langue Anglais ● Format PDF ● Pages 368 ● ISBN 9789814299886 ● Taille du fichier 9.5 MB ● Éditeur Dorota Kurowicka & Harry Joe ● Maison d’édition World Scientific Publishing Company ● Lieu Singapore ● Pays SG ● Publié 2010 ● Téléchargeable 24 mois ● Devise EUR ● ID 2713268 ● Protection contre la copie Adobe DRM
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