Name: Simulating Copulas
Price: 1183.95 DKK
Availability: InStock
Author: Matthias Scherer
ISBN: 9781848168749

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Hardback
8-11 hverdage
1.183,95 kr.

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Provides you with a background on simulating copulas and multivariate distributions in general. This title unifies the scattered literature on the simulation of various families of copulas (elliptical, Archimedean, Marshall-Olkin type, and more) as well as on different construction principles (factor models, pair-copula construction, and more).

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Sprog:
Engelsk

ISBN:
9781848168749

Forlag:
Imperial College Press

Indbinding:
Hardback

Sideantal:
312

Udgivet:
28. juni 2012

Størrelse:
235x153x22 mm.

Vægt:
576 g.

Leveringstid: 8-11 hverdage.
Forventet levering: 17. januar 2025

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Provides you with a background on simulating copulas and multivariate distributions in general. This title unifies the scattered literature on the simulation of various families of copulas (elliptical, Archimedean, Marshall-Olkin type, and more) as well as on different construction principles (factor models, pair-copula construction, and more).

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