Copulas and Its Application in Hydrology and Water Resources, Chen
Старое издание
Автор: Lu Chen Название: Copulas and Its Application in Hydrology and Water Resources ISBN: 981134454X ISBN-13(EAN): 9789811344541 Издательство: Springer Цена: 22359.00 р. Наличие на складе: Есть у поставщикаПоставка под заказ. Описание: This book presents an overview of copula theory and its application in hydrology, and provides valuable insights, useful methods and practical applications for multivariate hydrological analysis using copulas.
Автор: Nelsen Название: An Introduction to Copulas ISBN: 0387286594 ISBN-13(EAN): 9780387286594 Издательство: Springer Рейтинг: Цена: 22359.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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.
Автор: Joe Harry Название: Dependence Modeling with Copulas ISBN: 1466583223 ISBN-13(EAN): 9781466583221 Издательство: Taylor&Francis Рейтинг: Цена: 14545.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Dependence Modeling with Copulas covers the substantial advances that have taken place in the field during the last 15 years, including vine copula modeling of high-dimensional data. Vine copula models are constructed from a sequence of bivariate copulas. The book develops generalizations of vine copula models, including common and structured factor models that extend from the Gaussian assumption to copulas. It also discusses other multivariate constructions and parametric copula families that have different tail properties and presents extensive material on dependence and tail properties to assist in copula model selection.
The author shows how numerical methods and algorithms for inference and simulation are important in high-dimensional copula applications. He presents the algorithms as pseudocode, illustrating their implementation for high-dimensional copula models. He also incorporates results to determine dependence and tail properties of multivariate distributions for future constructions of copula models.
Автор: Jaworski Название: Copula theory and its applications ISBN: 364212464X ISBN-13(EAN): 9783642124648 Издательство: Springer Рейтинг: Цена: 19564.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Copulas are mathematical objects that fully capture the dependence structure among random variables and hence offer great flexibility in building multivariate stochastic models. This book is divided into two main parts: Part I - "Surveys" contains 11 chapters that provide an up-to-date account of essential aspects of copula models.
Автор: V.P. Singh Название: Application of Frequency and Risk in Water Resources ISBN: 902772573X ISBN-13(EAN): 9789027725738 Издательство: Springer Рейтинг: Цена: 41787.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Proceedings of the International Symposium on Flood Frequency and Risk Analyses, May 14-17, 1986, Louisiana State University, Baton Rouge, U.S.A.
Описание: This book describes the basic concepts of copulas, and outlines current trends and developments in copula methodology and applications. Detailed case studies with real-world data illustrate the application of copulas to hydrology and water resources engineering, for researchers, professionals and graduate students.
Автор: Manuel ?beda Flores; Enrique de Amo Artero; Fabriz Название: Copulas and Dependence Models with Applications ISBN: 3319642200 ISBN-13(EAN): 9783319642208 Издательство: Springer Рейтинг: Цена: 16769.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book presents contributions and review articles on the theory of copulas and their applications.
Описание: Based on the NATO Advanced Study Institute, Peniscola, Spain, September 18-29, 1989
Автор: V.P. Singh Название: Application of Frequency and Risk in Water Resources ISBN: 9401082545 ISBN-13(EAN): 9789401082549 Издательство: Springer Рейтинг: Цена: 27951.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Proceedings of the International Symposium on Flood Frequency and Risk Analyses, May 14-17, 1986, Louisiana State University, Baton Rouge, U.S.A.
Описание: Water is vital to life, maintenance of ecological balance, economic development, and sustenance of civilization. Growing population and expanding economic activities exert increasing demands on water for varied needs--domestic, industrial, agricultural, power generation, navigation, recreation, etc.
Автор: Monzur Alam Imteaz Название: Urban Water Resources ISBN: 113833989X ISBN-13(EAN): 9781138339897 Издательство: Taylor&Francis Рейтинг: Цена: 26796.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The book provides an overview of the urban water components, design concepts and steps of different urban water components, water sustainability and how it can be achieved through an integrated urban water management concept, modern modelling tools for the assessments of different components of urban water system.
Описание: 'Overall, the book is highly technical, including full mathematical proofs of the results stated. Potential readers are post-graduate students or researchers in Quantitative Risk Management willing to have a manual with the state-of-the-art on portfolio diversification and risk aggregation with heavy tails, including the fundamental theorems as well as collateral (but most useful) results on majorization and copula theory.'Quantitative Finance This book offers a unified approach to the study of crises, large fluctuations, dependence and contagion effects in economics and finance. It covers important topics in statistical modeling and estimation, which combine the notions of copulas and heavy tails -- two particularly valuable tools of today's research in economics, finance, econometrics and other fields -- in order to provide a new way of thinking about such vital problems as diversification of risk and propagation of crises through financial markets due to contagion phenomena, among others. The aim is to arm today's economists with a toolbox suited for analyzing multivariate data with many outliers and with arbitrary dependence patterns. The methods and topics discussed and used in the book include, in particular, majorization theory, heavy-tailed distributions and copula functions -- all applied to study robustness of economic, financial and statistical models, and estimation methods to heavy tails and dependence.
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