Principles of copula theory

Principles of Copula Theory explores the state of the art on copulas and provides you with the foundation to use copulas in a variety of applications. Throughout the book, historical remarks and further readings highlight active research in the field, including new results, streamlined presentations...

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Detalles Bibliográficos
Autores principales: Durante, Fabrizio, Sempi, Carlo
Lenguaje:eng
Publicado: CRC Press 2015
Materias:
Mathematical Physics and Mathematics
Acceso en línea:http://cds.cern.ch/record/2044011
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author Durante, Fabrizio
Sempi, Carlo
author_facet Durante, Fabrizio
Sempi, Carlo
author_sort Durante, Fabrizio
collection CERN
description Principles of Copula Theory explores the state of the art on copulas and provides you with the foundation to use copulas in a variety of applications. Throughout the book, historical remarks and further readings highlight active research in the field, including new results, streamlined presentations, and new proofs of old results.After covering the essentials of copula theory, the book addresses the issue of modeling dependence among components of a random vector using copulas. It then presents copulas from the point of view of measure theory, compares methods for the approximation of copulas,
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institution Organización Europea para la Investigación Nuclear
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publishDate 2015
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spelling cern-20440112021-04-21T20:06:51Zhttp://cds.cern.ch/record/2044011engDurante, FabrizioSempi, CarloPrinciples of copula theoryMathematical Physics and MathematicsPrinciples of Copula Theory explores the state of the art on copulas and provides you with the foundation to use copulas in a variety of applications. Throughout the book, historical remarks and further readings highlight active research in the field, including new results, streamlined presentations, and new proofs of old results.After covering the essentials of copula theory, the book addresses the issue of modeling dependence among components of a random vector using copulas. It then presents copulas from the point of view of measure theory, compares methods for the approximation of copulas,CRC Pressoai:cds.cern.ch:20440112015
spellingShingle Mathematical Physics and Mathematics
Durante, Fabrizio
Sempi, Carlo
Principles of copula theory
title Principles of copula theory
title_full Principles of copula theory
title_fullStr Principles of copula theory
title_full_unstemmed Principles of copula theory
title_short Principles of copula theory
title_sort principles of copula theory
topic Mathematical Physics and Mathematics
url http://cds.cern.ch/record/2044011
work_keys_str_mv AT durantefabrizio principlesofcopulatheory
AT sempicarlo principlesofcopulatheory

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