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其他書名
Stochastic Models, Sampling Algorithms, and Applications
出版World Scientific, 2012
主題Mathematics / AppliedMathematics / Probability & Statistics / GeneralMathematics / Probability & Statistics / Multivariate AnalysisMathematics / Probability & Statistics / Stochastic ProcessesMathematics / Complex Analysis
ISBN18481687489781848168749
URLhttp://books.google.com.hk/books?id=DRnRj9SOiqYC&hl=&source=gbs_api
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註釋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 (factor models, pair-copula construction, etc.). The book is self-contained and unified in presentation and can be used as a textbook for advanced undergraduate or graduate students with a firm background in stochastics. Alongside the theoretical foundation, ready-to-implement algorithms and many examples make this book a valuable tool for anyone who is applying the methodology.Errata(s)Errata (128 KB)