Dependence modeling : vine copula handbook

Author(s)

• Dorota, Kurowicka
• Joe, Harry

Bibliographic Information

Dependence modeling : vine copula handbook

Dorota Kurowicka, Harry Joe, editors

World Scientific, c2011

Note

Includes bibliographical references and index

Details

• NCID: BB05469830
• ISBN:
  • 9789814299879
• Country Code: si
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Singapore
• Pages/Volumes: viii, 360 p.
• Size: 26 cm
• Classification:
  • DC22 : 519.5
• Subject Headings:
  • LCSH : Copulas (Mathematical statistics)