Copula theory and its applications : proceedings of the workshop held in Warsaw, 25-26 September 2009
Copulas are mathematical objects that fully capture the dependence structure among random variables and hence offer great flexibility in building multivariate stochastic models. Since their introduction in the early 50's, copulas have gained considerable popularity in several fields of applied...
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| Drugi avtorji: | , , , |
| Format: | Livre numérique |
| Jezik: | Anglais |
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Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Serija: | Lecture Notes in Statistics
198 |
| Teme: | |
| Online dostop: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
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Description d'après consultation du 2014-05-16 Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Copula theory and its applications, proceedings of the workshop held in Warsaw, 25-26 September 2009, Piotr Jaworski, Fabrizio Durante, Wolfgang Härdle... [et al.], eds, 2010, Berlin, Springer, 1 vol. (XVIII-327 p.), Lecture Notes in Statistics, 978-3-642-12464-8 |
Kazalo:
- Surveys Copula Theory: An Introduction Dynamic Modeling of Dependence in Finance via Copulae Between Stochastic Processes Copula Estimation Pair-Copula Constructions of Multivariate Copulas Risk Aggregation Extreme-Value Copulas Construction and Sampling of Nested Archimedean Copulas Tail Behaviour of Copulas Copulae in Reliability Theory (Order Statistics, Coherent Systems) Copula-Based Measures of Multivariate Association Semi-copulas and Interpretations of Coincidences Between Stochastic Dependence and Ageing Contributed Papers A Copula-Based Model for Spatial and Temporal Dependence of Equity Markets Nonparametric and Semiparametric Bivariate Modeling of Petrophysical Porosity-Permeability Dependence from Well Log Data Testing Under the Extended Koziol-Green Model Parameter Estimation and Application of the Multivariate Skew t-Copula On Analytical Similarities of Archimedean and Exchangeable Marshall-Olkin Copulas Relationships Between Archimedean Copulas and Morgenstern Utility Functions