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Dependence Modeling : Vine Copula Handbook. 依存モデリング－ヴァイン・コピュラ・ハンドブック
・ISBN 978-981-4299-87-9 2011 hard US$ 147.00
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電子版あり 大学・学術機関向け電子ブック（eBook）ISBN 978-981-4299-88-6
| 著者・編者 | Kurowicka, Dorota / Joe, H. (eds.), |
|---|---|
| 出版社 | (World Scientific, SI) |
| ページ数 | 360 pp. |
| 言語 | ENG |
| ニュース番号 | ＜580-289＞ |
解説
This book is a collaborative effort from three workshops held over the last three years, all involving principal contributors to the vine-copula methodology. Research and applications in vines have been growing rapidly and there is now a growing need to collate basic results, and standardize terminology and methods. Specifically, this handbook will (1) trace historical developments, standardizing notation and terminology, (2) summarize results on bivariate copulae, (3) summarize results for regular vines, and (4) give an overview of its applications. In addition, many of these results are new and not readily available in any existing journals. New research directions are also discussed.