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The Resource Principles of Copula Theory

Principles of Copula Theory

Label
Principles of Copula Theory
Title
Principles of Copula Theory
Creator
Contributor
Subject
Language
eng
Summary
Principles of Copula Theory explores the state of the art on copulas and provides you with the foundation to use copulas in a variety of applications. Throughout the book, historical remarks and further readings highlight active research in the field, including new results, streamlined presentations, and new proofs of old results. After covering the essentials of copula theory, the book addresses the issue of modeling dependence among components of a random vector using copulas. It then presents copulas from the point of view of measure theory, compares methods for the approximation of copulas, and discusses the Markov product for 2-copulas. The authors also examine selected families of copulas that possess appealing features from both theoretical and applied viewpoints. The book concludes with in-depth discussions on two generalizations of copulas: quasi- and semi-copulas. Although copulas are not the solution to all stochastic problems, they are an indispensable tool for understanding several problems about stochastic dependence. This book gives you the solid and formal mathematical background to apply copulas to a range of mathematical areas, such as probability, real analysis, measure theory, and algebraic structures
Cataloging source
MiAaPQ
Literary form
non fiction
Nature of contents
dictionaries
Principles of Copula Theory
Label
Principles of Copula Theory
Link
http://libproxy.rpi.edu/login?url=https://ebookcentral.proquest.com/lib/rpi/detail.action?docID=1458354
Publication
Copyright
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Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
Front Cover -- Contents -- Preface -- List of symbols -- Chapter 1: Copulas: basic definitions and properties -- Chapter 2: Copulas and stochastic dependence -- Chapter 3: Copulas and measures -- Chapter 4: Copulas and approximation -- Chapter 5: The Markov product of copulas -- Chapter 6: A compendium of families of copulas -- Chapter 7: Generalisations of copulas: quasi-copulas -- Chapter 8: Generalisations of copulas: semi-copulas -- Bibliography -- Back Cover
http://library.link/vocab/cover_art
https://contentcafe2.btol.com/ContentCafe/Jacket.aspx?Return=1&Type=S&Value=9781439884447&userID=ebsco-test&password=ebsco-test
Dimensions
unknown
http://library.link/vocab/discovery_link
{'f': 'http://opac.lib.rpi.edu/record=b3794402'}
Edition
1st ed.
Extent
1 online resource (331 pages)
Form of item
online
Isbn
9781439884447
Media category
computer
Media MARC source
rdamedia
Media type code
c
Sound
unknown sound
Specific material designation
remote

Library Locations

    • Folsom LibraryBorrow it
      110 8th St, Troy, NY, 12180, US
      42.729766 -73.682577
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