9783642124648 (pbk. : acid-free paper)
IR
EN-50042
انگلیسی
IR
Copula theory and its applications
[Book]
:proceedings of the workshop held in Warsaw, 25-26 September 2009
/ Piotr Jaworski ... [et al.], editors
Heidelberg ;New York
: Springer,
, c2010.
xviii, 327 p. , ill. , 23 cm.
(Lecture notes in statistics--proceedings
; 198)
Electronic
Includes bibliographical references and index.
Copula theroy : an introduction / Fabrizio Durante and Carlo Sempi -- Dynamic modeling of dependence in finance via copulae between stochastic processes / Tomasz R. Bielecki, Jacek Jakubowski and Mariusz Niew?eg▒owski -- Copula estimation / Barbara Choroas, Rustam Ibragimov and Elena Permiakova -- Pair-copula constructions of multivariate copulas / Claudia Czado -- Risk aggregation / Paul Embrechts and Giovanni Puccetti -- Extreme-value copulas / Gordon Gudendorf and Johan Segers -- Construction and sampling of nested Archimedean copulas / Marius Hofert -- Tail behaviour of copulas / Piotr Jaworski -- Copulae in reliability theory (order statistics, coherent systems) / Tomasz Rychlik -- Copula-based measures of multivariate association / Friedrich Schmid ... [et al.] -- Semi-copulas and interpretations of coincidences between stochastic dependence and ageing / Fabio Spizzichino -- A copula-based model for spatial and temporal dependence of equity markets / Umberto Cherubini ... [et al.] -- Nonparametric and semiparametric bivariate modeling of petrophysical porosity-permeability dependence from well log data / Arturo Erdely and Martin Diaz-Viera -- Testing under the extended Koziol-Green model / Auguste Gaddah and Roel Braekers -- Parameter estimation and application of the multivariate skew t-copula / T?onu Kollo and Gaida Pettere -- On analytical similarities of Archimedean and exchangeable Marshall-Olkin copulas / Jan-Frederik Mai and Matthias Schere -- Relationships between Archimedean copulas and Morgenstern utility functions / Jaap Spreeuw.
Copulas (Mathematical statistics), Congresses
E-BOOK
Jaworski, Piotr(Andrzej Piotr)
ایران
9783642124648.pdf
عادی
عادی
9783642124648.pdf
متن
old catalog
e
BL
1
a
Y
