Simulating Copulas Stochastic Models Sampling Algorithms And Applications Second Edition is popular PDF and ePub book, written by Jan-frederik Mai in 2017-06-07, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Simulating Copulas Stochastic Models Sampling Algorithms And Applications Second Edition can be Read Online from any device for your convenience.
Simulating Copulas Stochastic Models Sampling Algorithms And Applications Second Edition Book PDF Summary
'The book remains a valuable tool both for statisticians who are already familiar with the theory of copulas and just need to develop sampling algorithms, and for practitioners who want to learn copulas and implement the simulation techniques needed to exploit the potential of copulas in applications.'Mathematical ReviewsThe book provides the 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 graduate and advanced undergraduate students with a firm background in stochastics. Besides the theoretical foundation, ready-to-implement algorithms and many examples make the book a valuable tool for anyone who is applying the methodology.
Detail Book of Simulating Copulas Stochastic Models Sampling Algorithms And Applications Second Edition PDF
- Author : Jan-frederik Mai
- Release : 07 June 2017
- Publisher : #N/A
- ISBN : 9789813149267
- Genre : Mathematics
- Total Page : 357 pages
- Language : English
- PDF File Size : 16,7 Mb
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