Vendeur
Lucky's Textbooks, Dallas, TX, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Vendeur AbeBooks depuis 22 juillet 2022
N° de réf. du vendeur ABLIING23Mar2811580105980
Explores the copula approach for econometrics modeling of joint parametric distributions and demonstrates that practical implementation and estimation is relatively straightforward despite the complexity of its theoretical foundations. An attractive feature of parametrically specific copulas is that estimation and inference are based on standard maximum likelihood procedures. Thus, copulas can be estimated using desktop econometric software.
This offers a substantial advantage of copulas over recently proposed simulation-based approaches to joint modeling. Copulas are useful in a variety of modeling situations including financial markets, actuarial science, and microeconometrics modeling.
Copula Modeling provides practitioners and scholars with a useful guide to copula modeling with a focus on estimation and misspecification. The authors cover important theoretical foundations. Throughout, the authors use Monte Carlo experiments and simulations to demonstrate copula properties.
Titre : Copula Modeling: An Introduction for ...
Éditeur : Now Pub
Date d'édition : 2007
Reliure : Couverture souple
Etat : New
Vendeur : Hay-on-Wye Booksellers, Hay-on-Wye, HEREF, Royaume-Uni
Etat : Very Good. UNUSED - Some outer edges have minor scuffs. Cover has light scratches. Book content is in new unread condition. N° de réf. du vendeur 104021-4
Quantité disponible : 1 disponible(s)
Vendeur : BennettBooksLtd, San Diego, NV, Etats-Unis
paperback. Etat : New. In shrink wrap. Looks like an interesting title! N° de réf. du vendeur Q-1601980205
Quantité disponible : 1 disponible(s)
Vendeur : Books Puddle, New York, NY, Etats-Unis
Etat : New. pp. 128. N° de réf. du vendeur 263590295
Quantité disponible : 4 disponible(s)
Vendeur : Majestic Books, Hounslow, Royaume-Uni
Etat : New. Print on Demand pp. 128 Illus. N° de réf. du vendeur 4290376
Quantité disponible : 4 disponible(s)
Vendeur : Biblios, Frankfurt am main, HESSE, Allemagne
Etat : New. PRINT ON DEMAND pp. 128. N° de réf. du vendeur 183590301
Quantité disponible : 4 disponible(s)