Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications,
Новое издание
Автор: Scherer, Matthias Mai, Jan-frederik Название: Simulating copulas: stochastic models, sampling algorithms, and applications ISBN: 9813149248 ISBN-13(EAN): 9789813149243 Издательство: World Scientific Publishing Цена: 18216.00 р. Наличие на складе: Есть у поставщикаПоставка под заказ. Описание: '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.
Автор: Nelsen Название: An Introduction to Copulas ISBN: 0387286594 ISBN-13(EAN): 9780387286594 Издательство: Springer Рейтинг: Цена: 19514.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Copulas are functions that join multivariate distribution functions to their one-dimensional margins. The study of copulas and their role in statistics is a new but vigorously growing field. In this book the student or practitioner of statistics and probability will find discussions of the fundamental properties of copulas and some of their primary applications. The applications include the study of dependence and measures of association, and the construction of families of bivariate distributions.With nearly a hundred examples and over 150 exercises, this book is suitable as a text or for self-study. The only prerequisite is an upper level undergraduate course in probability and mathematical statistics, although some familiarity with nonparametric statistics would be useful. Knowledge of measure-theoretic probability is not required.Roger B. Nelsen is Professor of Mathematics at Lewis & Clark College in Portland, Oregon. He is also the author of "Proofs Without Words: Exercises in Visual Thinking," published by the Mathematical Association of America.
Автор: Prokhorov, Artem Название: Efficiency and Productivity Analysis ISBN: 0367346095 ISBN-13(EAN): 9780367346096 Издательство: Taylor&Francis Рейтинг: Цена: 23734.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book is an easy to understand guide to copulas in productivity and efficiency analysis. It introduces readers to the fundamentals of copulas and stochastic frontier analysis (SFA). The book also examines newer concepts and tools related to the use of copulas in the field of productivity and efficiency analysis.
Автор: Prokhorov, Artem Название: Efficiency and Productivity Analysis ISBN: 0367346109 ISBN-13(EAN): 9780367346102 Издательство: Taylor&Francis Рейтинг: Цена: 5970.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book is an easy to understand guide to copulas in productivity and efficiency analysis. It introduces readers to the fundamentals of copulas and stochastic frontier analysis (SFA). The book also examines newer concepts and tools related to the use of copulas in the field of productivity and efficiency analysis.
Описание: Simulating Good and Evil shows that the moral panic surrounding violent videogames is deeply misguided, and often politically motivated, but that games are nevertheless morally important. Simulated actions are morally defensible because they take place outside the real world and do not inflict real harms. Decades of research purporting to show that videogames are immoral has failed to produce convincing evidence of this. However, games are morally important because they simulate decisions that would have moral weight if they were set in the real world. Videogames should be seen as spaces in which players may experiment with moral reasoning strategies without taking any actions that would themselves be subject to moral evaluation. Some videogame content may be upsetting or offensive, but mere offense does not necessarily indicate a moral problem. Upsetting content is best understood by applying existing theories for evaluating political ideologies and offensive speech.
Автор: Alfons G. Hoekstra; Jiri Kroc; Peter M.A. Sloot Название: Simulating Complex Systems by Cellular Automata ISBN: 3642122027 ISBN-13(EAN): 9783642122026 Издательство: Springer Рейтинг: Цена: 15855.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Deeply rooted in mathematics and computer science, Cellular Automata (CA) act as an intuitive modeling paradigm for complex systems. This volume provides an up-to-date introduction to Cellular Automata by delving into the underlying theory, applications, and software.
Описание: The numerical simulation of combustion processes in internal combustion engines, including also the formation of pollutants, has become increasingly important in the recent years, and today the simulation of those processes has already become an indispensable tool when - veloping new combustion concepts.
Автор: Adesi Название: Simulating Security Returns ISBN: 1137465549 ISBN-13(EAN): 9781137465542 Издательство: Springer Рейтинг: Цена: 7317.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Practitioners in risk management are familiar with the use of the FHS (filtered historical simulation) to finding realistic simulations of security returns.
Описание: This study adopts the logic of Systems Thinking and Control Systems, presenting a simple but complete theory called the Theory of Combinatory Systems.
Автор: Alfons G. Hoekstra; Jiri Kroc; Peter M.A. Sloot Название: Simulating Complex Systems by Cellular Automata ISBN: 3642263674 ISBN-13(EAN): 9783642263675 Издательство: Springer Рейтинг: Цена: 12196.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Deeply rooted in mathematics and computer science, Cellular Automata (CA) act as an intuitive modeling paradigm for complex systems. This volume provides an up-to-date introduction to Cellular Automata by delving into the underlying theory, applications, and software.
Автор: Wessen Название: Simulating Human Origins and Evolution ISBN: 0521397995 ISBN-13(EAN): 9780521397995 Издательство: Cambridge Academ Рейтинг: Цена: 6019.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Computer simulations of evolutionary and genetic processes can help us understand more about the earliest origins of humankind. In this book, Ken Wessen shows graduate students and researchers in human evolution, genetics and biological anthropology how to unpick the complex interactions using novel simulation software, made available on an associated website.
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