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Dependence Modeling: Vine Copula Handbook

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Title: Dependence Modeling: Vine Copula Handbook
Description: 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.
Authors: Dorota Kurowicka, Harry Joe
Resource Type: eBook.
Subjects: Copulas (Mathematical statistics), Distribution (Probability theory)
Categories: BUSINESS & ECONOMICS / Finance / General, MATHEMATICS / Probability & Statistics / Multivariate Analysis, TECHNOLOGY & ENGINEERING / Engineering (General)
Database: eBook Collection (EBSCOhost)
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  – Type: ebook-pdf
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  Availability: 0
Header DbId: nlebk
DbLabel: eBook Collection (EBSCOhost)
An: 374782
RelevancyScore: 1038
AccessLevel: 6
PubType: eBook
PubTypeId: ebook
PreciseRelevancyScore: 1037.72192382813
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  Data: Dependence Modeling: Vine Copula Handbook
– Name: Abstract
  Label: Description
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  Data: 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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  Data: <searchLink fieldCode="AR" term="%22Dorota+Kurowicka%22">Dorota Kurowicka</searchLink><br /><searchLink fieldCode="AR" term="%22Harry+Joe%22">Harry Joe</searchLink>
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  Data: <searchLink fieldCode="DE" term="%22Copulas+%28Mathematical+statistics%29%22">Copulas (Mathematical statistics)</searchLink><br /><searchLink fieldCode="DE" term="%22Distribution+%28Probability+theory%29%22">Distribution (Probability theory)</searchLink>
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RecordInfo BibRecord:
  BibEntity:
    Classifications:
      – Code: 519.5
        Scheme: ddc
        Type: prePub
    Languages:
      – Code: eng
        Text: English
    Subjects:
      – SubjectFull: Copulas (Mathematical statistics)
        Type: general
      – SubjectFull: Distribution (Probability theory)
        Type: general
    Titles:
      – TitleFull: Dependence Modeling: Vine Copula Handbook
        Type: main
  BibRelationships:
    HasContributorRelationships:
      – PersonEntity:
          Name:
            NameFull: Dorota Kurowicka
      – PersonEntity:
          Name:
            NameFull: Harry Joe
      – PersonEntity:
          Name:
            NameFull: Dorota Kurowicka
      – PersonEntity:
          Name:
            NameFull: Harry Joe
    IsPartOfRelationships:
      – BibEntity:
          Dates:
            – D: 01
              M: 01
              Type: published
              Y: 2011
            – D: 04
              M: 02
              Type: profile
              Y: 2014
          Identifiers:
            – Type: isbn-print
              Value: 9789814299879
            – Type: isbn-electronic
              Value: 9789814299886
          Titles:
            – TitleFull: Dependence Modeling: Vine Copula Handbook
              Type: main
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