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An Introduction to Copulas, Nelsen
An Introduction to Copulas

Автор: Nelsen
Название:  An Introduction to Copulas   (Связки)
Издательство: Springer
Классификация:
Деловая математика и системы
Вероятность и статистика
Прикладная математика
Компьютерное моделирование

ISBN: 0387286594
ISBN-13(EAN): 9780387286594
ISBN: 0-387-28659-4
ISBN-13(EAN): 978-0-387-28659-4
Обложка/Формат: Hardback
Страницы: 284
Вес: 0.58 кг.
Дата издания: 25.10.2007
Серия: Springer Series in Statistics
Язык: ENG
Издание: 2nd ed. 2006. corr.
Иллюстрации: 54 black & white line drawings
Размер: 24.28 x 16.10 x 1.85 cm
Читательская аудитория: Postgraduate, research & scholarly
Ссылка на Издательство: Link
Рейтинг:
Поставляется из: Германии
Описание: Copulas are functions that join multivariate distribution functions to their one-dimensional margins. The study of copulas and their role in statistics is a new but vigorously growing field. In this book the student or practitioner of statistics and probability will find discussions of the fundamental properties of copulas and some of their primary applications. The applications include the study of dependence and measures of association, and the construction of families of bivariate distributions.With nearly a hundred examples and over 150 exercises, this book is suitable as a text or for self-study. The only prerequisite is an upper level undergraduate course in probability and mathematical statistics, although some familiarity with nonparametric statistics would be useful. Knowledge of measure-theoretic probability is not required.Roger B. Nelsen is Professor of Mathematics at Lewis & Clark College in Portland, Oregon. He is also the author of Proofs Without Words: Exercises in Visual Thinking, published by the Mathematical Association of America.
Описание: The study of copulas and their role in statistics is a new but vigorously growing field. In this book the student or practitioner of statistics and probability will find discussions of the fundamental properties of copulas and some of their primary applications.
Дополнительное описание: Main Subject: Statistics
Edition: 2nd ed. 2006. Corr. 2nd. printing
Bibliography: XIV, 270 p.
Subject1: S11001 Statistical Theory and Methods
Subject2: S13004 Statistics for Business/Economics/Mathematical Finance/Insurance
Publication


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  Старое издание
An Introduction to Copulas

Автор: Nelsen
Название: An Introduction to Copulas
ISBN: 0387986235 ISBN-13(EAN): 9780387986234
Издательство: Springer
Цена: 4847 р.
Наличие на складе: Нет в наличии.
Описание: Copulas are functions that join multivariate distribution functions to their one dimensional margins. The study of copulas and their role in statistics is a new but vigorously growing field. In this book, the student or practitioner of statistics and probability will find discussions of the fundamental properties of copulas and some of their primary applications.

The applications include the study of dependence and measures of association, and the construction of families of bivariate distributions. There are nearly a hundred examples and over 150 exercises.

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An Introduction to Multivariate Statistical Analysis, Third Edition

Автор: T. W. Anderson
Название: An Introduction to Multivariate Statistical Analysis, Third Edition
ISBN: 0471360910 ISBN-13(EAN): 9780471360919
Издательство: Wiley
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Цена: 13728 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Uses the method of maximum likelihood to a large extent to ensure reasonable, and in some cases optimal procedures. This work treats the basic and important topics in multivariate statistics.

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The Finite Volume Method in Computational Fluid Dynamics : An Advanced Introduction with OpenFOAM and MATLAB

Автор: Darwish, M. Mangani, L. Moukalled, F.
Название: The Finite Volume Method in Computational Fluid Dynamics : An Advanced Introduction with OpenFOAM and MATLAB
ISBN: 3319168738 ISBN-13(EAN): 9783319168739
Издательство: Springer
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Цена: 7314 р.
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An Introduction to Generalized Linear Models, Third Edition

Название: An Introduction to Generalized Linear Models, Third Edition
ISBN: 1584889500 ISBN-13(EAN): 9781584889502
Издательство: Taylor&Francis
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Цена: 4135 р.
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Описание: Offers a cohesive framework for statistical modeling. Emphasizing numerical and graphical methods, this work enables readers to understand the unifying structure that underpins GLMs. It discusses common concepts and principles of advanced GLMs, including nominal and ordinal regression, survival analysis, and longitudinal analysis.

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Generalized Additive Models: An Introduction with R

Автор: Wood, Simon
Название: Generalized Additive Models: An Introduction with R
ISBN: 1584884746 ISBN-13(EAN): 9781584884743
Издательство: Taylor&Francis
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Цена: 6159 р.
Наличие на складе: Нет в наличии.

Описание: An Introduction to Generalized Additive Models with R provides readers with a thorough understanding of the theory and practical applications of GAMs to enable informed use of these very flexible tools and other advanced related models. The author's approach is based on a framework of penalized regression splines, and he provides a gentle introduction through motivating chapters on linear and generalized linear models. The author uses the freely available R software throughout to explain the underlying theory and illustrate the practicalities of linear, generalized linear, and generalized additive models. The text is accompanied by a supporting Web site that contains R code and the datasets used in the book.

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Introduction to Physical Modeling with Modelica

Автор: Tiller
Название: Introduction to Physical Modeling with Modelica
ISBN: 0792373677 ISBN-13(EAN): 9780792373674
Издательство: Springer
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Цена: 7080 р.
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Описание: This title describes "Modelica", a modelling language that can be used to simulate both continuous and discrete behaviour, It provides the necessary background to develop Modelica models of almost any physical system. The author starts with basic differential equations from several engineering domains and describes how these equations can be used to create reusable component models. Next, he describes techniques for modelling complex non-linear behaviour, exploiting the powerful array handling features and mixing continuous and discrete behaviour.

The second part of the book focuses on effective use of all the language features provided by the Modelica modelling language. This includes, among other things, discussions on maximizing the reusability of component models being developed, managing the model development process, and making models as computationally efficient as possible. The book includes a companion CD-ROM with the Modelica source code for all examples as well as an evaluation copy of Dymola.

Using Dymola, readers can immediately begin to explore the dynamics of the models included with the book or to develop their own models. Nearly 100 examples of mechanical, electrical, biological, chemical, thermal and hydraulic models are included.

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Networks: A Very Short Introduction

Автор: Caldarelli, Guido; Catanzaro, Michele
Название: Networks: A Very Short Introduction
ISBN: 0199588074 ISBN-13(EAN): 9780199588077
Издательство: Oxford Academ
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Цена: от 476 р.
Наличие на складе: Есть

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An Introduction to Stata Programming

Автор: Baum, Christopher F.|
Название: An Introduction to Stata Programming
ISBN: 1597180459 ISBN-13(EAN): 9781597180450
Издательство: Taylor&Francis
Рейтинг:
Цена: 3959 р.
Наличие на складе: Нет в наличии.

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An Introduction to the Mathematics of Financial Derivatives,

Автор: Ali Hirsa
Название: An Introduction to the Mathematics of Financial Derivatives,
ISBN: 012384682X ISBN-13(EAN): 9780123846822
Издательство: Elsevier Science
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Цена: 5540 р.
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Financial Engineering with Copulas Explained

Автор: Mai Jan-Frederik
Название: Financial Engineering with Copulas Explained
ISBN: 1137346302 ISBN-13(EAN): 9781137346308
Издательство: Springer
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Цена: 2309 р.
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Convolution Copula Econometrics

Автор: Umberto Cherubini; Fabio Gobbi; Sabrina Mulinacci
Название: Convolution Copula Econometrics
ISBN: 3319480146 ISBN-13(EAN): 9783319480145
Издательство: Springer
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Цена: 3849 р.
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Описание: This book presents a novel approach to time series econometrics, which studies the behavior of nonlinear stochastic processes. This approach allows for an arbitrary dependence structure in the increments and provides a generalization with respect to the standard linear independent increments assumption of classical time series models. The book offers a solution to the problem of a general semiparametric approach, which is given by a concept called C-convolution (convolution of dependent variables), and the corresponding theory of convolution-based copulas. Intended for econometrics and statistics scholars with a special interest in time series analysis and copula functions (or other nonparametric approaches), the book is also useful for doctoral students with a basic knowledge of copula functions wanting to learn about the latest research developments in the field.

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Dynamic Copula Methods in Finance

Автор: Cherubini Umberto
Название: Dynamic Copula Methods in Finance
ISBN: 0470683074 ISBN-13(EAN): 9780470683071
Издательство: Wiley
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Цена: 6336 р.
Наличие на складе: Нет в наличии.

Описание: Copula functions are a very popular tool for applications in finance. However, most of these applications (and all of them as far as pricing and risk management are concerned), are referred to cross-section dynamics (what is called spatial dependence in statistics). Standard examples are the evaluation of multivariate equity and credit derivatives, and aggregation of Value-at-Risk figures on different risk factors over a common investment horizon period.   This book will introduce readers to the use of copula functions to represent the dynamics of financial assets and risk factors, integrated temporal and cross-section applications. The first part of the book will briefly introduce the standard the theory of copula functions, before examining the link between copulas and Markov processes.  It will then introduce new techniques to design Markov processes that are suited to represent the dynamics of market risk factors and their co-movement, providing techniques to both estimate and simulate such dynamics. The second part of the book will show readers how to apply these methods to the evaluation of pricing of multivariate derivative contracts in the equity and credit markets.  It will then move on to explore the applications of joint temporal and cross-section aggregation to the problem of risk integration which is paramount in risk management.     Like Copula Methods in Finance, this book is a first in bringing the latest tools and techniques for pricing and risk management to the practitioner.   

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Dependence Modeling: Vine Copula Handbook

Автор: Kurowicka Dorota Et Al
Название: Dependence Modeling: Vine Copula Handbook
ISBN: 9814299871 ISBN-13(EAN): 9789814299879
Издательство: World Scientific Publishing
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Цена: 9919 р.
Наличие на складе: Нет в наличии.

Описание: Research and applications in vines have been growing rapidly. This book traces historical developments, standardizing notation and terminology. It summarizes results on bivariate copulae and results for regular vines. It gives an overview of its applications.

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