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Copula theory and its applications : proceedings of the workshop held in Warsaw, 25-26 September 2009 / Piotr Jaworski ... [et al.], editors
| Copula theory and its applications : proceedings of the workshop held in Warsaw, 25-26 September 2009 / Piotr Jaworski ... [et al.], editors |
| Pubbl/distr/stampa | Heidelberg : Springer, c2010 |
| Descrizione fisica | xviii, 327 p. : ill. ; 23 cm |
| Disciplina | 519.535 |
| Altri autori (Persone) |
Jaworski, Piotr author
Durante, Fabrizio Härdle, Wolfgang Karl Rychlik, Tomasz |
| Collana | Lecture notes in statistics - proceedings ; 198 |
| Soggetto topico | Copulas (Mathematical statistics) - Congresses |
| ISBN | 9783642124648 |
| Classificazione |
AMS 62E10
AMS 62H05 AMS 62H10 AMS 60E05 LC QA273.6.C667 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Copula theroy : an introduction / Fabrizio Durante and Carlo Sempi ; Dynamic modeling of dependence in finance via copulae between stochastic processes / Tomasz R. Bielecki, Jacek Jakubowski and Mariusz Nieweglowski ; Copula estimation / Barbara Choros', Rustam Ibragimov and Elena Permiakova ; Pair-copula constructions of multivariate copulas / Claudia Czado ; Risk aggregation / Paul Embrechts and Giovanni Puccetti ; Extreme-value copulas / Gordon Gudendorf and Johan Segers ; Construction and sampling of nested Archimedean copulas / Marius Hofert ; Tail behaviour of copulas / Piotr Jaworski ; Copulae in reliability theory (order statistics, coherent systems) / Tomasz Rychlik ; Copula-based measures of multivariate association / Friedrich Schmid ... [et al.] ; Semi-copulas and interpretations of coincidences between stochastic dependence and ageing / Fabio Spizzichino ; A copula-based model for spatial and temporal dependence of equity markets / Umberto Cherubini ... [et al.] ; Nonparametric and semiparametric bivariate modeling of petrophysical porosity-permeability dependence from well log data / Arturo Erdely and Martin Diaz-Viera ; Testing under the extended Koziol-Green model / Auguste Gaddah and Roel Braekers ; Parameter estimation and application of the multivariate skew t-copula / Tonu Kollo and Gaida Pettere ; On analytical similarities of Archimedean and exchangeable Marshall-Olkin copulas / Jan-Frederik Mai and Matthias Schere ; Relationships between Archimedean copulas and Morgenstern utility functions / Jaap Spreeuw |
| Record Nr. | UNISALENTO-991002027929707536 |
| Heidelberg : Springer, c2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
| ||
Probability measures on groups IX : proc. of conf. held in Oberwolfach, FRG, January 17-23, 1988
| Probability measures on groups IX : proc. of conf. held in Oberwolfach, FRG, January 17-23, 1988 |
| Autore | Heyer, Herbert |
| Edizione | [ed. H. Heyer] |
| Pubbl/distr/stampa | Berlin : Springer-Verlag, 1989 |
| Descrizione fisica | vii, 437 p. ; 24 cm. |
| Collana | Lecture notes in mathematics, 0075-8434 ; 1379 |
| Soggetto topico |
Factorization
Fourier transforms Probability measures on groups Probability theory - Congresses Stochastic processes - Congresses |
| ISBN | 3540514015 |
| Classificazione |
AMS 31C25
AMS 43A05 AMS 43A85 AMS 46L50 AMS 60-06 AMS 60-XX AMS 60B15 AMS 60G60 AMS 60J15 AMS 60J30 AMS 62H10 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991001247239707536 |
Heyer, Herbert
|
||
| Berlin : Springer-Verlag, 1989 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
| ||
Probability measures on groups VIII : proc. of conf. held in Oberwolfach, FRG, November 10-26, 1985
| Probability measures on groups VIII : proc. of conf. held in Oberwolfach, FRG, November 10-26, 1985 |
| Autore | Heyer, Herbert |
| Edizione | [ed. H. Heyer] |
| Pubbl/distr/stampa | Berlin : Springer-Verlag, 1986 |
| Descrizione fisica | x, 386 p. ; 24 cm. |
| Collana | Lecture notes in mathematics, 0075-8434 ; 1210 |
| Soggetto topico |
Factorization
Fourier transforms Probability measures on groups Probability theory - Congresses Stochastic processes - Congresses |
| ISBN | 3540168060 |
| Classificazione |
AMS 31C25
AMS 43A05 AMS 43A85 AMS 46L50 AMS 60-06 AMS 60-XX AMS 60B15 AMS 60G60 AMS 60J15 AMS 60J30 AMS 62H10 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991001247519707536 |
|
Heyer, Herbert
|
||
| Berlin : Springer-Verlag, 1986 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
| ||