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Principles of Copula Theory (Hardcover) Loot Price: R5,042
Discovery Miles 50 420
Principles of Copula Theory (Hardcover): Fabrizio Durante, Carlo Sempi

Principles of Copula Theory (Hardcover)

Fabrizio Durante, Carlo Sempi

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Loot Price R5,042 Discovery Miles 50 420 | Repayment Terms: R473 pm x 12*

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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.

General

Imprint: Taylor & Francis
Country of origin: United States
Release date: July 2015
First published: 2016
Authors: Fabrizio Durante • Carlo Sempi
Dimensions: 234 x 156 x 24mm (L x W x T)
Format: Hardcover - Cloth over boards
Pages: 332
ISBN-13: 978-1-4398-8442-3
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Business & Economics > Economics > Econometrics > Economic statistics
Books > Science & Mathematics > Mathematics > Applied mathematics > General
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LSN: 1-4398-8442-0
Barcode: 9781439884423

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