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001 991002027929707536
008 130417s2010    de a     b    101 0 eng d
020   $a9783642124648
035   $ab14109335-39ule_inst
040   $aDip.to Matematica e Fisica - Sez. Matematica$beng
082 00$a519.535$223
084   $aAMS 62E10
084   $aAMS 62H05
084   $aAMS 62H10
084   $aAMS 60E05
084   $aLC QA273.6.C667
245 00$aCopula theory and its applications :$bproceedings of the workshop held in Warsaw, 25-26 September 2009 /$cPiotr Jaworski ... [et al.], editors
260   $aHeidelberg :$bSpringer,$cc2010
300   $axviii, 327 p. :$bill. ;$c23 cm
440  0$aLecture notes in statistics - proceedings ;$v198
504   $aIncludes bibliographical references and index
505 0 $tCopula theroy : an introduction /$rFabrizio Durante and Carlo Sempi ;$tDynamic modeling of dependence in finance via copulae between stochastic processes /$rTomasz R. Bielecki, Jacek Jakubowski and Mariusz Nieweglowski ;$tCopula estimation /$rBarbara Choros', Rustam Ibragimov and Elena Permiakova ;$tPair-copula constructions of multivariate copulas /$rClaudia Czado ;$tRisk aggregation / Paul Embrechts and Giovanni Puccetti ;$tExtreme-value copulas /$rGordon Gudendorf and Johan Segers ;$tConstruction and sampling of nested Archimedean copulas /$rMarius Hofert ;$tTail behaviour of copulas /$rPiotr Jaworski ;$tCopulae in reliability theory (order statistics, coherent systems) /$rTomasz Rychlik ;$tCopula-based measures of multivariate association /$rFriedrich Schmid ... [et al.] ;$tSemi-copulas and interpretations of coincidences between stochastic dependence and ageing /$rFabio Spizzichino ;$tA copula-based model for spatial and temporal dependence of equity markets /$rUmberto Cherubini ... [et al.] ;$tNonparametric and semiparametric bivariate modeling of petrophysical porosity-permeability dependence from well log data /$rArturo Erdely and Martin Diaz-Viera ;$tTesting under the extended Koziol-Green model /$rAuguste Gaddah and Roel Braekers ;$tParameter estimation and application of the multivariate skew t-copula /$rTonu Kollo and Gaida Pettere ;$tOn analytical similarities of Archimedean and exchangeable Marshall-Olkin copulas /$rJan-Frederik Mai and Matthias Schere ;$tRelationships between Archimedean copulas and Morgenstern utility functions /$rJaap Spreeuw
650  0$aCopulas (Mathematical statistics)$vCongresses
700 1 $aJaworski, Piotr$eauthor$4http://id.loc.gov/vocabulary/relators/aut$0732375
700 1 $aDurante, Fabrizio
700 1 $aHärdle, Wolfgang Karl
700 1 $aRychlik, Tomasz
856 41$uhttp://dx.doi.org/10.1007/978-3-642-12465-5$zAn electronic book accessible through the World Wide Web
907   $a.b14109335$b21-10-14$c17-04-13
912   $a991002027929707536
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996   $aCopula theory and its applications$91442909
997   $aUNISALENTO
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