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Simulating Copulas

- Stochastic Models, Sampling Algorithms and Applications

Bag om Simulating Copulas

Provides you with a background on simulating copulas and multivariate distributions in general. This title unifies the scattered literature on the simulation of various families of copulas (elliptical, Archimedean, Marshall-Olkin type, and more) as well as on different construction principles (factor models, pair-copula construction, and more).

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781848168749
  • Indbinding:
  • Hardback
  • Sideantal:
  • 312
  • Udgivet:
  • 28. juni 2012
  • Størrelse:
  • 235x153x22 mm.
  • Vægt:
  • 576 g.
  • BLACK NOVEMBER
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Leveringstid: 8-11 hverdage
Forventet levering: 7. december 2024

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Provides you with a background on simulating copulas and multivariate distributions in general. This title unifies the scattered literature on the simulation of various families of copulas (elliptical, Archimedean, Marshall-Olkin type, and more) as well as on different construction principles (factor models, pair-copula construction, and more).

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