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Simulating copulas : stochastic models, sampling algorithms, and applications
by
Mai, Jan-Frederik
, Scherer, Matthias
in
Copulas (Mathematical statistics)
/ Stochastic models.
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Simulating copulas : stochastic models, sampling algorithms, and applications
by
Mai, Jan-Frederik
, Scherer, Matthias
in
Copulas (Mathematical statistics)
/ Stochastic models.
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Simulating copulas : stochastic models, sampling algorithms, and applications
Book
Simulating copulas : stochastic models, sampling algorithms, and applications
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Overview
This tome provides the reader with a background on simulating copulas and multivariate distribution in general. It unifies the scattered literature on the simulation of various families of copulas as well as on different construction principles.
Publisher
Imperial College Press ; World Scientific
ISBN
9781848168749, 1848168748
Item info:
1
item available
1
item total in all locations
| Call Number | Copies | Material | Location |
|---|---|---|---|
| QA273.6.M29 2012 | 1 | BOOK | AUTOSTORE |
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