资源描述：
《Dependence Modeling with Vine Copula 2011.pdf》由会员上传分享，免费在线阅读，更多相关内容在学术论文-天天文库。
1、DEPENDENCEMODELINGVineCopulaHandbook7699tp.indd111/4/1010:24AMOctober29,201013:389.75inx6.5inb979-fmThispageintentionallyleftblankDEPENDENCEMODELINGVineCopulaHandbookeditorsDorotaKurowickaDelftUniversityofTechnology,TheNetherlandsHarryJoeUniversityofBritishColumbia,CanadaWorldScientif
2、icNEWJERSEY•LONDON•SINGAPORE•BEIJING•SHANGHAI•HONGKONG•TAIPEI•CHENNAI7699tp.indd211/4/1010:24AMPublishedbyWorldScientificPublishingCo.Pte.Ltd.5TohTuckLink,Singapore596224USAoffice:27WarrenStreet,Suite401-402,Hackensack,NJ07601UKoffice:57SheltonStreet,CoventGarden,LondonWC2H9HEBritishL
3、ibraryCataloguing-in-PublicationDataAcataloguerecordforthisbookisavailablefromtheBritishLibrary.DEPENDENCEMODELINGVineCopulaHandbookCopyright©2011byWorldScientificPublishingCo.Pte.Ltd.Allrightsreserved.Thisbook,orpartsthereof,maynotbereproducedinanyformorbyanymeans,electronicormechani
4、cal,includingphotocopying,recordingoranyinformationstorageandretrievalsystemnowknownortobeinvented,withoutwrittenpermissionfromthePublisher.Forphotocopyingofmaterialinthisvolume,pleasepayacopyingfeethroughtheCopyrightClearanceCenter,Inc.,222RosewoodDrive,Danvers,MA01923,USA.Inthiscase
5、permissiontophotocopyisnotrequiredfromthepublisher.ISBN-13978-981-4299-87-9ISBN-10981-4299-87-1TypesetbyStallionPressEmail:enquiries@stallionpress.comPrintedinSingapore.Alisha-DependenceModeling.pmd112/30/2010,2:10PMOctober29,201013:389.75inx6.5inb979-fmPrefaceThisbookemergesfromthree
6、workshopsheldoverthelastthreeyearsinvolvingalltheprincipalcontributorstothevine-copulamethodology.Vinesarepossiblythemostimportantrecentdevelopmentindependencemodeling.Theirflexibilityinmodelingvariousdependencestructuresaswellastheirpotentialtoconstructrichsetofdistributionspromiseswi
7、deappli-cationcapabilities.Asresearchandapplicationsinvineshavebeengrowingrapidly,thereisaneedforanauthoritativehandbookcollatingthebasicresults,standardizingterminologyandmethods.Specifically,thishandbook(1)traceshistoricaldevelopments,standardizingnotationandterminology,(2)summarizes
8、findin
