Jan-Frederik Mai – författare
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3 produkter
SIMULATING COPULAS: STOCHASTIC MODELS, SAMPLING ALGORITHMS, AND APPLICATIONS
Av Jan-Frederik Mai, Matthias Scherer
Inbunden, 2012
1563 kr
Lägg i varukorg
This book provides the reader with a 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 …
SIMULATING COPULAS: STOCHASTIC MODELS, SAMPLING ALGORITHMS, AND APPLICATIONS (SECOND EDITION)
Av Jan-Frederik Mai, Matthias Scherer
Inbunden, 2017
1846 kr
Lägg i varukorg
"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 …
Simulating Copulas: Stochastic Models, Sampling Algorithms and Applications
Av Jan-Frederik Mai, Matthias Scherer
Häftad, 2017
1030 kr
Tillfälligt slut
The 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, …
