INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
9783642124648 (pbk. : acid-free paper)
NATIONAL BIBLIOGRAPHY NUMBER
Country Code
IR
Number
EN-50042
LANGUAGE OF THE ITEM
.Language of Text, Soundtrack etc
انگلیسی
COUNTRY OF PUBLICATION OR PRODUCTlON
Country of publication
IR
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
Copula theory and its applications
General Material Designation
[Book]
Other Title Information
:proceedings of the workshop held in Warsaw, 25-26 September 2009
First Statement of Responsibility
/ Piotr Jaworski ... [et al.], editors
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Heidelberg ;New York
Name of Publisher, Distributor, etc.
: Springer,
Date of Publication, Distribution, etc.
, c2010.
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
xviii, 327 p. , ill. , 23 cm.
SERIES
Series Title
(Lecture notes in statistics--proceedings
Volume Designation
; 198)
NOTES PERTAINING TO PUBLICATION, DISTRIBUTION, ETC.
Text of Note
Electronic
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references and index.
CONTENTS NOTE
Text of Note
Copula theroy : an introduction / Fabrizio Durante and Carlo Sempi -- Dynamic modeling of dependence in finance via copulae between stochastic processes / Tomasz R. Bielecki, Jacek Jakubowski and Mariusz Niew?eg▒owski -- Copula estimation / Barbara Choroas, Rustam Ibragimov and Elena Permiakova -- Pair-copula constructions of multivariate copulas / Claudia Czado -- Risk aggregation / Paul Embrechts and Giovanni Puccetti -- Extreme-value copulas / Gordon Gudendorf and Johan Segers -- Construction and sampling of nested Archimedean copulas / Marius Hofert -- Tail behaviour of copulas / Piotr Jaworski -- Copulae in reliability theory (order statistics, coherent systems) / Tomasz Rychlik -- Copula-based measures of multivariate association / Friedrich Schmid ... [et al.] -- Semi-copulas and interpretations of coincidences between stochastic dependence and ageing / Fabio Spizzichino -- A copula-based model for spatial and temporal dependence of equity markets / Umberto Cherubini ... [et al.] -- Nonparametric and semiparametric bivariate modeling of petrophysical porosity-permeability dependence from well log data / Arturo Erdely and Martin Diaz-Viera -- Testing under the extended Koziol-Green model / Auguste Gaddah and Roel Braekers -- Parameter estimation and application of the multivariate skew t-copula / T?onu Kollo and Gaida Pettere -- On analytical similarities of Archimedean and exchangeable Marshall-Olkin copulas / Jan-Frederik Mai and Matthias Schere -- Relationships between Archimedean copulas and Morgenstern utility functions / Jaap Spreeuw.
TOPICAL NAME USED AS SUBJECT
Copulas (Mathematical statistics), Congresses
LIBRARY OF CONGRESS CLASSIFICATION
Class number
E-BOOK
PERSONAL NAME - SECONDARY RESPONSIBILITY
Jaworski, Piotr(Andrzej Piotr)
ORIGINATING SOURCE
Country
ایران
ELECTRONIC LOCATION AND ACCESS
Host name
9783642124648.pdf
Access number
عادی
Compression information
عادی
Date and Hour of Consultation and Access
9783642124648.pdf
Electronic Format Type
متن
old catalog
e
BL
1
a
Y
