Copula Theory and Its Applications Proceedings of the Workshop Held in Warsaw, 25-26 September 2009 |
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Editor:
| Jaworski, Piotr Durante, Fabrizio Härdle, Wolfgang Karl Rychlik, Tomasz Härdle, Wolfgang Karl |
Series title: | Lecture Notes in Statistics Ser. |
ISBN: | 978-3-642-12465-5 |
Publication Date: | Jul 2010 |
Publisher: | Springer
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Book Format: | Ebook |
List Price: | USD $149.00 |
Book Description:
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Copulas are mathematical objects that fully capture the dependence structure among random variables. This book offers an up-to-date account of essential aspects of copula models. It also features papers selected from presentations at a workshop in Warsaw.
Copulas are mathematical objects that fully capture the dependence structure among random variables. This book offers an up-to-date account of essential aspects of copula models. It also features papers selected from presentations at a workshop in Warsaw.