The second edition maintains the basic organizing of the material and the general level of presentation as the first one from 1999. The major additions are sections on: copula transformation methods; extreme value copulas; copulas with specific analytic or functional properties; tail dependence and ...
"An Introduction to Copulas", Second edition, Springer.H. Jin and X.Y. Zhou. Behavioral portfolio selection in continuous time. Mathematical Finance, 18... H Jin,JA Yan,YZ Xun - IEEE 被引量: 371发表: 2005年 BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME "An Introduction to Copulas", ...
This book provides an introductory treatment of the theory of copulas, functions that relate multivariate cumulative distribution functions with their underlying one-dimensional marginal distribution functions. The general layout of results and level of presentation are preserved from the first edition. The...
An Introduction to Copulas 电子书 读后感 评分☆☆☆ 评分☆☆☆ 评分☆☆☆ 评分☆☆☆ 评分☆☆☆ 类似图书 点击查看全场最低价 出版者:Springer Verlag 作者:Nelsen, Roger 出品人: 页数:236 译者: 出版时间:1998-10 价格:$ 95.99 装帧:Pap
资源简介 Nelson第二版An introduction to copulas,全英文pdf格式,非扫描版。Copula在金融、医学、数学和一些工科学科中有着重要应用,本书是学习copula理论的重要资源。 上一篇:风河Woorkbench3.0-VxWorks6.6应用程序开发使用 下一篇:随机过程习题以及答案 挑错 打印 评论 共有 条评论 ...
作者:Roger B. Nelsen 出版社:Springer 出版年:2006-01-13 页数:285 定价:USD 74.95 装帧:Hardcover ISBN:9780387286594 豆瓣评分 评价人数不足 评价: 写笔记 写书评 加入购书单 分享到 推荐 内容简介· ··· Copulas are functions that join multivariate distribution functions to their one-dimensional margins...
An Introduction to Copulas 作者: Nelsen, Roger 出版社: Springer Verlag 出版年: 1998-10 页数: 236 定价: $ 95.99 装帧: Pap ISBN: 9780387986234 豆瓣评分 评价人数不足 评价: 写笔记 写书评 加入购书单 分享到 推荐 内容简介 ··· Copulas are functions that join multivariate distribution...
Nelsen, R. B.: An introduction to Copulas, Lectures Notes in Statis- tics, Vol. 139, Springer Verlag, New York, 1999.Nelsen, R.B. (2006). An Introduction to Copulas. Berlin: Springer.Nelsen, R. B. An Introduction to Copulas (Lecture Notes in Statistics). Springer, 1 edition, 1998....
《An Introduction to Copulas》 星级: 366 页 An.Introduction.to.Copulas 星级: 276 页 An Introduction to Copulas 星级: 276 页 An.Introduction.to.Copulas 星级: 276 页 An introduction to copulas 星级: 276 页 An Introduction to Copulas 星级: 275 页 An introduction to copulas 星级: 276...
2nd edition.Borg/Groenen:ModernMultidimensionalScaling:TheoryandApplications,2nd edition.Brockwell/Davis:TimeSeries:TheoryandMethods,2nd edition.Bucklew:IntroductiontoRareEventSimulation.Cappé/Moulines/Rydén:Inference inHiddenMarkovModels.Chan/Tong:Chaos:AStatistical Perspective.Chen/Shao/Ibrahim:MonteCarloMethod...