View in EDS PDF Full Text

Simulating Copulas: Stochastic Models, Sampling Algorithms And Applications

Saved in:
Bibliographic Details
Title: Simulating Copulas: Stochastic Models, Sampling Algorithms And Applications
Description: This book provides the reader with a background on simulating copulas and multivariate distributions in general. It unifies the scattered literature on the simulation of various families of copulas (elliptical, Archimedean, Marshall-Olkin type, etc.) as well as on different construction principles (factor models, pair-copula construction, etc.). The book is self-contained and unified in presentation and can be used as a textbook for advanced undergraduate or graduate students with a firm background in stochastics. Alongside the theoretical foundation, ready-to-implement algorithms and many examples make this book a valuable tool for anyone who is applying the methodology.
Authors: Matthias Scherer, Jan-frederik Mai
Resource Type: eBook.
Subjects: Stochastic models, Copulas (Mathematical statistics)
Categories: MATHEMATICS / Probability & Statistics / Multivariate Analysis, MATHEMATICS / Applied, MATHEMATICS / Complex Analysis
Database: eBook Collection (EBSCOhost)
FullText Links:
  – Type: ebook-pdf
Text:
  Availability: 0
Header DbId: nlebk
DbLabel: eBook Collection (EBSCOhost)
An: 479878
RelevancyScore: 1044
AccessLevel: 6
PubType: eBook
PubTypeId: ebook
PreciseRelevancyScore: 1044.26904296875
IllustrationInfo
ImageInfo – Size: thumb
  Target: https://rps2images.ebscohost.com/rpsweb/othumb?id=NL$479878$PDF&s=r
– Size: medium
  Target: https://rps2images.ebscohost.com/rpsweb/othumb?id=NL$479878$PDF&s=d
Items – Name: Title
  Label: Title
  Group: Ti
  Data: Simulating Copulas: Stochastic Models, Sampling Algorithms And Applications
– Name: Abstract
  Label: Description
  Group: Ab
  Data: This book provides the reader with a background on simulating copulas and multivariate distributions in general. It unifies the scattered literature on the simulation of various families of copulas (elliptical, Archimedean, Marshall-Olkin type, etc.) as well as on different construction principles (factor models, pair-copula construction, etc.). The book is self-contained and unified in presentation and can be used as a textbook for advanced undergraduate or graduate students with a firm background in stochastics. Alongside the theoretical foundation, ready-to-implement algorithms and many examples make this book a valuable tool for anyone who is applying the methodology.
– Name: Author
  Label: Authors
  Group: Au
  Data: <searchLink fieldCode="AR" term="%22Matthias+Scherer%22">Matthias Scherer</searchLink><br /><searchLink fieldCode="AR" term="%22Jan-frederik+Mai%22">Jan-frederik Mai</searchLink>
– Name: TypePub
  Label: Resource Type
  Group: TypPub
  Data: eBook.
– Name: Subject
  Label: Subjects
  Group: Su
  Data: <searchLink fieldCode="DE" term="%22Stochastic+models%22">Stochastic models</searchLink><br /><searchLink fieldCode="DE" term="%22Copulas+%28Mathematical+statistics%29%22">Copulas (Mathematical statistics)</searchLink>
– Name: SubjectBISAC
  Label: Categories
  Group: Su
  Data: <searchLink fieldCode="ZK" term="%22MATHEMATICS+%2F+Probability+%26+Statistics+%2F+Multivariate+Analysis%22">MATHEMATICS / Probability & Statistics / Multivariate Analysis</searchLink><br /><searchLink fieldCode="ZK" term="%22MATHEMATICS+%2F+Applied%22">MATHEMATICS / Applied</searchLink><br /><searchLink fieldCode="ZK" term="%22MATHEMATICS+%2F+Complex+Analysis%22">MATHEMATICS / Complex Analysis</searchLink>
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=nlebk&AN=479878
RecordInfo BibRecord:
  BibEntity:
    Classifications:
      – Code: 519.535
        Scheme: ddc
        Type: prePub
    Languages:
      – Code: eng
        Text: English
    Subjects:
      – SubjectFull: Stochastic models
        Type: general
      – SubjectFull: Copulas (Mathematical statistics)
        Type: general
    Titles:
      – TitleFull: Simulating Copulas: Stochastic Models, Sampling Algorithms And Applications
        Type: main
  BibRelationships:
    HasContributorRelationships:
      – PersonEntity:
          Name:
            NameFull: Matthias Scherer
      – PersonEntity:
          Name:
            NameFull: Jan-frederik Mai
      – PersonEntity:
          Name:
            NameFull: Matthias Scherer
      – PersonEntity:
          Name:
            NameFull: Jan-frederik Mai
    IsPartOfRelationships:
      – BibEntity:
          Dates:
            – D: 01
              M: 01
              Type: published
              Y: 2012
            – D: 04
              M: 02
              Type: profile
              Y: 2014
          Identifiers:
            – Type: isbn-print
              Value: 9781848168749
            – Type: isbn-electronic
              Value: 9781848168756
          Numbering:
            – Type: volume
              Value: 00004
          Titles:
            – TitleFull: Simulating Copulas: Stochastic Models, Sampling Algorithms And Applications
              Type: main
ResultId 1