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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भाषा अंग्रेज़ी ● स्वरूप PDF ● पेज 368 ● ISBN 9789814299886 ● फाइल का आकार 9.5 MB ● संपादक Dorota Kurowicka & Harry Joe ● प्रकाशक World Scientific Publishing Company ● शहर Singapore ● देश SG ● प्रकाशित 2010 ● डाउनलोड करने योग्य 24 महीने ● मुद्रा EUR ● आईडी 2713268 ● कॉपी सुरक्षा Adobe DRM
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