Simulating Copulas Stochastic Models Sampling Algorithms And Applications Second Edition PDF Download
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| Author | : Jan-frederik Mai |
| Publisher | : #N/A |
| Total Pages | : 357 |
| Release | : 2017-06-07 |
| Genre | : Mathematics |
| ISBN | : 9813149264 |
Download Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications (Second Edition) Book in PDF, ePub and Kindle
'The book remains a valuable tool both for statisticians who are already familiar with the theory of copulas and just need to develop sampling algorithms, and for practitioners who want to learn copulas and implement the simulation techniques needed to exploit the potential of copulas in applications.'Mathematical ReviewsThe book provides the 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 graduate and advanced undergraduate students with a firm background in stochastics. Besides the theoretical foundation, ready-to-implement algorithms and many examples make the book a valuable tool for anyone who is applying the methodology.
| Author | : Matthias Scherer |
| Publisher | : World Scientific |
| Total Pages | : 310 |
| Release | : 2012-06-26 |
| Genre | : Mathematics |
| ISBN | : 1908977582 |
Download Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications Book in PDF, ePub and Kindle
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.
| Author | : J. Monkiewicz |
| Publisher | : Springer |
| Total Pages | : 322 |
| Release | : 2014-11-04 |
| Genre | : Business & Economics |
| ISBN | : 1137439106 |
Download Macroprudential Supervision in Insurance Book in PDF, ePub and Kindle
Macroprudential policies, tools and supervision have become important since the last financial crisis. This book addresses general and methodological issues and provides a framework for the analysis of macroprudential policies and supervision in insurance. It focuses on policy related issues and global level aspects of macroprudential in insurance.
| Author | : |
| Publisher | : Academic Press |
| Total Pages | : 494 |
| Release | : 2020-04-02 |
| Genre | : Science |
| ISBN | : 0128211342 |
Download Tropical Ecosystems in the 21st Century Book in PDF, ePub and Kindle
Advances in Ecological Research, Volume 62, the latest release in this ongoing series, covers a long list of topics, including Monitoring tropical insects in the 21st Century, The distribution and structure of long-term and large-scale fire manipulation experiments, The Agua Salud Project: Basic and applied research informing management of tropical landscapes for the 21st century, Conservation strategies and principles for tropical forests, Assessing forest quality using satellite remote sensing data: A test case using the Sabah Biodiversity Experiment, eDNA approaches to understand the current state and future of biodiversity of the Amazonian biome: pitfalls, improvements and challenges, and much more. Provides information that relates to a thorough understanding of the field of ecology Deals with topical and important reviews on the physiologies, populations and communities of plants and animals
| Author | : Manuel Úbeda Flores |
| Publisher | : Springer |
| Total Pages | : 268 |
| Release | : 2017-10-13 |
| Genre | : Mathematics |
| ISBN | : 3319642219 |
Download Copulas and Dependence Models with Applications Book in PDF, ePub and Kindle
This book presents contributions and review articles on the theory of copulas and their applications. The authoritative and refereed contributions review the latest findings in the area with emphasis on “classical” topics like distributions with fixed marginals, measures of association, construction of copulas with given additional information, etc. The book celebrates the 75th birthday of Professor Roger B. Nelsen and his outstanding contribution to the development of copula theory. Most of the book’s contributions were presented at the conference “Copulas and Their Applications” held in his honor in Almería, Spain, July 3-5, 2017. The chapter 'When Gumbel met Galambos' is published open access under a CC BY 4.0 license.
| Author | : V.B. Melas |
| Publisher | : Springer |
| Total Pages | : 531 |
| Release | : 2014-12-05 |
| Genre | : Mathematics |
| ISBN | : 1493921045 |
Download Topics in Statistical Simulation Book in PDF, ePub and Kindle
The Department of Statistical Sciences of the University of Bologna in collaboration with the Department of Management and Engineering of the University of Padova, the Department of Statistical Modelling of Saint Petersburg State University, and INFORMS Simulation Society sponsored the Seventh Workshop on Simulation. This international conference was devoted to statistical techniques in stochastic simulation, data collection, analysis of scientific experiments, and studies representing broad areas of interest. The previous workshops took place in St. Petersburg, Russia in 1994, 1996, 1998, 2001, 2005, and 2009. The Seventh Workshop took place in the Rimini Campus of the University of Bologna, which is in Rimini’s historical center.
| Author | : Thomas W. Yee |
| Publisher | : Springer |
| Total Pages | : 606 |
| Release | : 2015-09-11 |
| Genre | : Mathematics |
| ISBN | : 149392818X |
Download Vector Generalized Linear and Additive Models Book in PDF, ePub and Kindle
This book presents a greatly enlarged statistical framework compared to generalized linear models (GLMs) with which to approach regression modelling. Comprising of about half-a-dozen major classes of statistical models, and fortified with necessary infrastructure to make the models more fully operable, the framework allows analyses based on many semi-traditional applied statistics models to be performed as a coherent whole. Since their advent in 1972, GLMs have unified important distributions under a single umbrella with enormous implications. However, GLMs are not flexible enough to cope with the demands of practical data analysis. And data-driven GLMs, in the form of generalized additive models (GAMs), are also largely confined to the exponential family. The methodology here and accompanying software (the extensive VGAM R package) are directed at these limitations and are described comprehensively for the first time in one volume. This book treats distributions and classical models as generalized regression models, and the result is a much broader application base for GLMs and GAMs. The book can be used in senior undergraduate or first-year postgraduate courses on GLMs or categorical data analysis and as a methodology resource for VGAM users. In the second part of the book, the R package VGAM allows readers to grasp immediately applications of the methodology. R code is integrated in the text, and datasets are used throughout. Potential applications include ecology, finance, biostatistics, and social sciences. The methodological contribution of this book stands alone and does not require use of the VGAM package.
| Author | : William H. Batchelder |
| Publisher | : Cambridge University Press |
| Total Pages | : 848 |
| Release | : 2016-12-15 |
| Genre | : Psychology |
| ISBN | : 131658626X |
Download New Handbook of Mathematical Psychology: Volume 1, Foundations and Methodology Book in PDF, ePub and Kindle
The field of mathematical psychology began in the 1950s and includes both psychological theorizing, in which mathematics plays a key role, and applied mathematics, motivated by substantive problems in psychology. Central to its success was the publication of the first Handbook of Mathematical Psychology in the 1960s. The psychological sciences have since expanded to include new areas of research, and significant advances have been made in both traditional psychological domains and in the applications of the computational sciences to psychology. Upholding the rigor of the first title in this field to be published, the New Handbook of Mathematical Psychology reflects the current state of the field by exploring the mathematical and computational foundations of new developments over the last half-century. This first volume focuses on select mathematical ideas, theories, and modeling approaches to form a foundational treatment of mathematical psychology.
| Author | : Stefano M. Iacus |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 298 |
| Release | : 2009-04-27 |
| Genre | : Computers |
| ISBN | : 0387758399 |
Download Simulation and Inference for Stochastic Differential Equations Book in PDF, ePub and Kindle
This book covers a highly relevant and timely topic that is of wide interest, especially in finance, engineering and computational biology. The introductory material on simulation and stochastic differential equation is very accessible and will prove popular with many readers. While there are several recent texts available that cover stochastic differential equations, the concentration here on inference makes this book stand out. No other direct competitors are known to date. With an emphasis on the practical implementation of the simulation and estimation methods presented, the text will be useful to practitioners and students with minimal mathematical background. What’s more, because of the many R programs, the information here is appropriate for many mathematically well educated practitioners, too.
| Author | : Stein Haugen |
| Publisher | : CRC Press |
| Total Pages | : 4533 |
| Release | : 2018-06-15 |
| Genre | : Technology & Engineering |
| ISBN | : 1351174649 |
Download Safety and Reliability – Safe Societies in a Changing World Book in PDF, ePub and Kindle
Safety and Reliability – Safe Societies in a Changing World collects the papers presented at the 28th European Safety and Reliability Conference, ESREL 2018 in Trondheim, Norway, June 17-21, 2018. The contributions cover a wide range of methodologies and application areas for safety and reliability that contribute to safe societies in a changing world. These methodologies and applications include: - foundations of risk and reliability assessment and management - mathematical methods in reliability and safety - risk assessment - risk management - system reliability - uncertainty analysis - digitalization and big data - prognostics and system health management - occupational safety - accident and incident modeling - maintenance modeling and applications - simulation for safety and reliability analysis - dynamic risk and barrier management - organizational factors and safety culture - human factors and human reliability - resilience engineering - structural reliability - natural hazards - security - economic analysis in risk management Safety and Reliability – Safe Societies in a Changing World will be invaluable to academics and professionals working in a wide range of industrial and governmental sectors: offshore oil and gas, nuclear engineering, aeronautics and aerospace, marine transport and engineering, railways, road transport, automotive engineering, civil engineering, critical infrastructures, electrical and electronic engineering, energy production and distribution, environmental engineering, information technology and telecommunications, insurance and finance, manufacturing, marine transport, mechanical engineering, security and protection, and policy making.
