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Copula Theory and Its Applications
- Proceedings of the Workshop Held in Warsaw, 25-26 September 2009
part of the Lecture Notes in Statistics series
part of the Lecture Notes in Statistics - Proceedings series
- Language:
- English
- ISBN:
- 9783642124648
- Binding:
- Paperback
- Pages:
- 327
- Published:
- July 23, 2010
- Edition:
- 2010
- Dimensions:
- 155x233x23 mm.
- Weight:
- 538 g.
Delivery:
1-2 weeks
Expected delivery: January 4, 2025
Extended return policy to January 30, 2025
Description of Copula Theory and Its Applications
Copulas are mathematical objects that fully capture the dependence structure among random variables and hence offer great flexibility in building multivariate stochastic models. This book is divided into two main parts: Part I - "Surveys" contains 11 chapters that provide an up-to-date account of essential aspects of copula models.
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