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- 2010928666 contributor B12090106.
- 2010928666 created "c2010.".
- 2010928666 date "2010".
- 2010928666 date "c2010.".
- 2010928666 dateCopyrighted "c2010.".
- 2010928666 description "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 Niewęgłowski -- Copula estimation / Barbara Choroś, 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 / Tõnu 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.".
- 2010928666 description "Includes bibliographical references and index.".
- 2010928666 extent "xviii, 327 p. :".
- 2010928666 identifier "364212464X (pbk. : acid-free paper)".
- 2010928666 identifier "9783642124648 (pbk. : acid-free paper)".
- 2010928666 identifier 978-3-642-12465-5.
- 2010928666 isPartOf "Lecture notes in statistics--proceedings ; 198".
- 2010928666 issued "2010".
- 2010928666 issued "c2010.".
- 2010928666 language "eng".
- 2010928666 publisher "Heidelberg ; New York : Springer,".
- 2010928666 subject "519.5/35 23".
- 2010928666 subject "Copulas (Mathematical statistics) Congresses.".
- 2010928666 subject "QA273.6 .C667 2010".
- 2010928666 tableOfContents "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 Niewęgłowski -- Copula estimation / Barbara Choroś, 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 / Tõnu 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.".
- 2010928666 title "Copula theory and its applications : proceedings of the workshop held in Warsaw, 25-26 September 2009 / Piotr Jaworski ... [et al.], editors.".
- 2010928666 type "text".