Hidden Bibliographic Details
| Other authors / contributors: | Scherer, Matthias, 1979-
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| ISBN: | 9781848168756
1848168756
1281603511
9781281603517
9781848168749
1848168748
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| Notes: | Includes bibliographical references (pages 283-292) and index.
Print version record.
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| Summary: | 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.
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| Other form: | Print version: Mai, Jan-Frederik. Simulating copulas. Singapore ; Hackensack, NJ : World Scientific, ©2012 9781848168749
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| Standard no.: | 9786613784209
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