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100   $a20110712d2011      uy             0
101 0 $aeng
135   $aur|n|---|||||
181   $ctxt
182   $cc
183   $acr
200 00$aDependence modeling$b[electronic resource] $evine copula handbook /$feditors, Dorota Kurowicka, Harry Joe
210   $aHackensack, N.J. $cWorld Scientific$d2011
215   $a1 online resource (368 p.)
300   $aDescription based upon print version of record.
311   $a981-4299-87-1 
320   $aIncludes bibliographical references and index.
327   $aPreface; Contents; 1. Introduction: Dependence Modeling D. Kurowicka; 2. Multivariate Copulae M. Fischer; 3. Vines Arise R. M. Cooke, H. Joe and K. Aas; 4. Sampling Count Variables with Specified Pearson Correlation: A Comparison between a Naive and a C-Vine Sampling Approach V. Erhardt and C. Czado; 5. Micro Correlations and Tail Dependence R. M. Cooke, C. Kousky and H. Joe; 6. The Copula Information Criterion and Its Implications for the Maximum Pseudo-Likelihood Estimator S. Grønneberg; 7. Dependence Comparisons of Vine Copulae with Four or More Variables H. Joe
327   $a8. Tail Dependence in Vine Copulae H. Joe9. Counting Vines O. Morales-Napoles; 10. Regular Vines: Generation Algorithm and Number of Equivalence Classes H. Joe, R. M. Cooke and D. Kurowicka; 11. Optimal Truncation of Vines D. Kurowicka; 12. Bayesian Inference for D-Vines: Estimation and Model Selection C. Czado and A. Min; 13. Analysis of Australian Electricity Loads Using Joint Bayesian Inference of D-Vines with Autoregressive Margins C. Czado, F. G ?artner and A. Min; 14. Non-Parametric Bayesian Belief Nets versus Vines A. Hanea
327   $a15. Modeling Dependence between Financial Returns Using Pair-Copula Constructions K. Aas and D. Berg16. Dynamic D-Vine Model A. Heinen and A. Valdesogo; 17. Summary and Future Directions D. Kurowicka; Index
330   $aThis 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 trace historical developments, standardizing notation and terminology, summarize results on bivariate copulae, summarize results for regular vines, and give an overview of its applications. In addition, many of these results are new and not readily 
606   $aCopulas (Mathematical statistics)
606   $aDependence (Statistics)
606   $aDistribution (Probability theory)
608   $aElectronic books.
615  0$aCopulas (Mathematical statistics)
615  0$aDependence (Statistics)
615  0$aDistribution (Probability theory)
676   $a519.5
701   $aKurowicka$b Dorota$0971867
701   $aJoe$b Harry$0411519
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910463930303321
996   $aDependence modeling$92209613
997   $aUNINA