[PDF.25sd] Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications

Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications

[PDF.ux79] Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications

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 | #958591 in Books |  2012-06-26 |  2012-06-26 | Original language:English |  9.00 x.71 x6.00l, | File type: PDF | 312 pages

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||From the Inside Flap|This book provides the reader with a background on simulating copulas and multivariate distributions in general. It unifies the scattered literature on the simulation of various families of copulas (elliptical, Archimedean, Marshall-Olkin ty

This book provides the reader with a background on simulating copulas and multivariate distributions in general. It unifies the scattered literature on the simulation of various families of copulas (elliptical, Archimedean, Marshall-Olkin type, etc.) as well as on different construction principles (factor models, pair-copula construction, etc.). The book is self-contained and unified in presentation and can be used as a textbook for advanced undergraduate or graduate stu...

You can specify the type of files you want, for your device.Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications   |  Jan-Frederik Mai. I have read it a couple of times and even shared with my family members. Really good. Couldnt put it down.

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