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Simulating copulas : stochastic models, sampling algorithms, and applications

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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  • "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."@en
  • "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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  • "Electronic books"
  • "Electronic books"@en

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  • "Simulating copulas : stochastic models, sampling algorithms, and applications"@en
  • "Simulating copulas : stochastic models, sampling algorithms, and applications"
  • "Simulating copulas : Stochastic models, sampling algorithms, and applications"
  • "Simulating copulas : stochastic models, sampling algorithms and applications"
  • "Simulating copulas stochastic models, sampling algorithms, and applications"@en
  • "Simulating copulas stochastic models, sampling algorithms, and applications"
  • "Simulating copulas stochastic models, sampling algorithms and applications"@en
  • "Simulating copulas stochastic models, sampling algorithms and applications"
  • "Simulating copulas : Stochastic Models, Sampling Algorithms and Applications"

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