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Record Nr. |
UNISALENTO991002027929707536 |
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Titolo |
Copula theory and its applications : proceedings of the workshop held in Warsaw, 25-26 September 2009 / Piotr Jaworski ... [et al.], editors |
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Pubbl/distr/stampa |
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Heidelberg : Springer, c2010 |
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ISBN |
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Descrizione fisica |
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xviii, 327 p. : ill. ; 23 cm |
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Collana |
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Lecture notes in statistics - proceedings ; 198 |
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Classificazione |
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AMS 62E10 |
AMS 62H05 |
AMS 62H10 |
AMS 60E05 |
LC QA273.6.C667 |
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Altri autori (Persone) |
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Jaworski, Piotrauthor |
Durante, Fabrizio |
Härdle, Wolfgang Karl |
Rychlik, Tomasz |
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Disciplina |
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Soggetti |
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Copulas (Mathematical statistics) - Congresses |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Nota di bibliografia |
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Includes bibliographical references and index |
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Nota di contenuto |
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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 Nieweglowski ; Copula estimation / Barbara Choros', 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 |
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