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Dependence Modeling
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Dependence Modeling

Book Details

Format Hardback
ISBN-10 9814299871
ISBN-13 9789814299879
Publisher World Scientific Publishing Co Pte Ltd
Imprint World Scientific Publishing Co Pte Ltd
Country of Manufacture GB
Country of Publication GB
Publication Date Dec 27th, 2010
Print length 370 Pages
Weight 766 grams
Dimensions 25.60 x 17.30 x 2.50 cms
KSh 23,400.00
Currently unavailable 0 in stock

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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.

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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