Simulating Copulas; Stochastic Models, Sampling Algorithms, and Applications - Info and Reading Options
By Jan-Frederik Mai
"Simulating Copulas; Stochastic Models, Sampling Algorithms, and Applications" was published by World Scientific Publishing Co Pte Ltd in 2012 - Singapore Hackensack, NJ, it has 295 pages and the language of the book is English.
“Simulating Copulas; Stochastic Models, Sampling Algorithms, and Applications” Metadata:
- Title: ➤ Simulating Copulas; Stochastic Models, Sampling Algorithms, and Applications
- Author: Jan-Frederik Mai
- Language: English
- Number of Pages: 295
- Publisher: ➤ World Scientific Publishing Co Pte Ltd
- Publish Date: 2012
- Publish Location: Singapore Hackensack, NJ
“Simulating Copulas; Stochastic Models, Sampling Algorithms, and Applications” Subjects and Themes:
- Subjects: ➤ Mathematical statistics - Copulas (Mathematical statistics) - Stochastic models - Copulas (mathematical statistics)
Edition Specifications:
- Pagination: 310
Edition Identifiers:
- The Open Library ID: OL49252950M - OL17403960W
- ISBN-13: 9781281603517 - 9781848168756
- All ISBNs: 9781281603517 - 9781848168756
AI-generated Review of “Simulating Copulas; Stochastic Models, Sampling Algorithms, and Applications”:
"Simulating Copulas; Stochastic Models, Sampling Algorithms, and Applications" Description:
Open Data:
This book provides the reader with a 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 advanced undergraduate or graduate students with a firm background in stochastics. Alongside the theoretical foundation, ready-to-implement algorithms and many examples make this book a valuable tool for anyone who is applying the methodology
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