By Fabrizio Durante,Carlo Sempi
Principles of Copula Theory explores the state-of-the-art on copulas and offers you with the root to exploit copulas in quite a few purposes. through the e-book, ancient feedback and extra readings spotlight lively examine within the box, together with new effects, streamlined shows, and new proofs of outdated results.
After overlaying the necessities of copula conception, the e-book addresses the difficulty of modeling dependence between parts of a random vector utilizing copulas. It then provides copulas from the perspective of degree conception, compares tools for the approximation of copulas, and discusses the Markov product for 2-copulas. The authors additionally learn chosen households of copulas that own attractive positive factors from either theoretical and utilized viewpoints. The ebook concludes with in-depth discussions on generalizations of copulas: quasi- and semi-copulas.
Although copulas should not the answer to all stochastic difficulties, they're an quintessential instrument for figuring out a number of difficulties approximately stochastic dependence. This publication promises the forged and formal mathematical heritage to use copulas to a variety of mathematical parts, equivalent to likelihood, genuine research, degree thought, and algebraic structures.
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Principles of Copula Theory by Fabrizio Durante,Carlo Sempi
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