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 students with a firm background in
stochastics. Alongside the theoretical foundation,
ready-to-implement algorithms and many examples make this book a
valuable tool for anyone who is applying the methodology.
General
Is the information for this product incomplete, wrong or inappropriate?
Let us know about it.
Does this product have an incorrect or missing image?
Send us a new image.
Is this product missing categories?
Add more categories.
Review This Product
No reviews yet - be the first to create one!
Welcome to Loot.co.za!
Sign in / Register |Wishlists & Gift Vouchers |Help | Advanced search
