Author: Gino FarchiPublisher:
ISBN:
Category :
Languages : it
Pages : 160
Book Description
Appunti delle lezioni di tecnica della programmazione
Author: Gino FarchiTecniche di programmazione non lineare
Author: Marco TibaldiLe tecniche reticolari di programmazione
Author: Santo Francesco BordoneElementi di programmazione
Author: Elisabetta GrazziniItalian Books and Periodicals
Author: International journal of transport economics
Author: National Union Catalog
Author: Publisher:
ISBN:
Category : Union catalogs
Languages : en
Pages : 616
Book Description
Includes entries for maps and atlases.
Principles of Copula Theory
Author: Fabrizio DurantePublisher: CRC Press
ISBN: 1439884447
Category : Mathematics
Languages : en
Pages : 331
Book Description
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.
Dependence Modeling
Author: Harry JoePublisher: World Scientific
ISBN: 981429988X
Category : Business & Economics
Languages : en
Pages : 370
Book Description
1. Introduction : Dependence modeling / D. Kurowicka -- 2. Multivariate copulae / M. Fischer -- 3. Vines arise / R.M. Cooke, H. Joe and K. Aas -- 4. Sampling count variables with specified Pearson correlation : A comparison between a naive and a C-vine sampling approach / V. Erhardt and C. Czado -- 5. Micro correlations and tail dependence / R.M. Cooke, C. Kousky and H. Joe -- 6. The Copula information criterion and Its implications for the maximum pseudo-likelihood estimator / S. Gronneberg -- 7. Dependence comparisons of vine copulae with four or more variables / H. Joe -- 8. Tail dependence in vine copulae / H. Joe -- 9. Counting vines / O. Morales-Napoles -- 10. Regular vines : Generation algorithm and number of equivalence classes / H. Joe, R.M. Cooke and D. Kurowicka -- 11. Optimal truncation of vines / D. Kurowicka -- 12. Bayesian inference for D-vines : Estimation and model selection / C. Czado and A. Min -- 13. Analysis of Australian electricity loads using joint Bayesian inference of D-vines with autoregressive margins / C. Czado, F. Gartner and A. Min -- 14. Non-parametric Bayesian belief nets versus vines / A. Hanea -- 15. Modeling dependence between financial returns using pair-copula constructions / K. Aas and D. Berg -- 16. Dynamic D-vine model / A. Heinen and A. Valdesogo -- 17. Summary and future directions / D. Kurowicka
Author: