Copulas (Mathematical statistics)
Overview
Works: | 19 works in 10 publications in 10 languages |
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Titles
Copula theory and its applications = proceedings of the Workshop Held in Warsaw, 25-26 September 2009 /
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(Language materials, printed)
Copulae in mathematical and quantitative finance : = proceedings of the workshop held in Cracow, 10-11 July 2012 /
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(Language materials, printed)
Simulating copulas = stochastic models, sampling algorithms and applications /
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(Electronic resources)
Introduction to Bayesian estimation and copula models of dependence /
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(Language materials, printed)
Copulas and dependence models with applications = contributions in honor of Roger B. Nelsen /
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(Electronic resources)
Analysis of survival data with dependent censoring = copula-based approaches /
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(Electronic resources)
Simulating copulas = stochastic models, sampling algorithms, and applications /
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(Electronic resources)
Counting statistics for dependent random events = with a focus on finance /
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(Electronic resources)
Copula-based Markov models for time series = parametric inference and process control /
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(Electronic resources)
Site diversity in satellite communications = modelling using copula functions /
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(Electronic resources)
Collateralized debt obligations = a moment matching pricing technique based on Copula functions /
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(Electronic resources)
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