Principles of Copula Theory

·
· CRC Press
eBook
332
Halaman
Memenuhi syarat
Rating dan ulasan tidak diverifikasi  Pelajari Lebih Lanjut

Tentang eBook ini

This book gives readers the solid and formal mathematical background to apply copulas to a range of mathematical areas, such as probability, real analysis, measure theory, and algebraic structures. The authors prove the results as simply as possible and unify various methods scattered throughout the literature in common frameworks, including shuffles of copulas. They also explore connections with related functions, such as quasi-copulas, semi-copulas, and triangular norms, that have been used in different domains.

Tentang pengarang

Fabrizio Durante is a professor in the Faculty of Economics and Management at the Free University of Bozen-Bolzano. He is an associate editor of Computational Statistics & Data Analysis and Dependence Modeling. His research focuses on multivariate dependence models with copulas, reliability theory and survival analysis, and quantitative risk management. He earned a PhD in mathematics from the University of Lecce and habilitation in mathematics from the Johannes Kepler University Linz.

Carlo Sempi is a professor in the Department of Mathematics and Physics at the University of Salento. He has published nearly 100 articles in many journals. His research interests include copulas, quasi-copulas, semi-copulas, weak convergence, metric spaces, and normed spaces. He earned a PhD in applied mathematics from the University of Waterloo.

Beri rating eBook ini

Sampaikan pendapat Anda.

Informasi bacaan

Smartphone dan tablet
Instal aplikasi Google Play Buku untuk Android dan iPad/iPhone. Aplikasi akan disinkronkan secara otomatis dengan akun Anda dan dapat diakses secara online maupun offline di mana saja.
Laptop dan komputer
Anda dapat mendengarkan buku audio yang dibeli di Google Play menggunakan browser web komputer.
eReader dan perangkat lainnya
Untuk membaca di perangkat e-ink seperti Kobo eReaders, Anda perlu mendownload file dan mentransfernya ke perangkat Anda. Ikuti petunjuk Pusat bantuan yang mendetail untuk mentransfer file ke eReaders yang didukung.