Copula Theory and Its Applications
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 2010
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Copulas are mathematical objects that fully capture the dependence structure among random variables and hence offer great flexibility in building multivariate stochastic models. This book is divided into two main parts: Part I - "Surveys" contains 11 chapters that provide an up-to-date account of essential aspects of copula models.
- ISBN-13
- 9783642124648
- ISBN-10
- 364212464X
- Publisher
- Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
- Year
- 2010
- Publication date
- 2010-07-24
- Pages
- 327
- Dimensions
- 233x155x23
- Weight
- 538