語系/ Language: 繁體中文

Simulating copulasstochastic models,...
Mai, Jan-Frederik.

 

  • Simulating copulasstochastic models, sampling algorithms, and applications /
  • 紀錄類型: 書目-語言資料,印刷品 : Monograph/item
    正題名/作者: Simulating copulas/ Jan-Frederik Mai, Matthias Scherer ; with contributions by Claudia Czado...[et al.].
    其他題名: stochastic models, sampling algorithms, and applications /
    作者: Mai, Jan-Frederik.
    其他作者: Czado, Claudia.
    出版者: Singapore :World Scientific, : c2017.,
    版本: 2nd ed.
    面頁冊數: 1 online resource (357 p.) :ill. :
    附註: Title from PDF title page (viewed September 2, 2017)
    提要註: "The book provides the background on simulating copulas and multivariate distributions in general. It unifies the scattered literature on the simulation of various families of copulas (elliptical, Archimedean, Marshall-Olkin type, etc.) as well as on different construction principles (factor models, pair-copula construction, etc.). The book is self-contained and unified in presentation and can be used as a textbook for graduate and advanced undergraduate students with a firm background in stochastics. Besides the theoretical foundation, ready-to-implement algorithms and many examples make the book a valuable tool for anyone who is applying the methodology."--Publisher's website.
    標題: Electronic books. -
    電子資源: http://www.worldscientific.com/worldscibooks/10.1142/10265#t=toc
    ISBN: 9789813149250
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