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Author: Jan-frederik Mai

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2 Ebooks by Jan-frederik Mai

Matthias Scherer & Jan-frederik Mai: 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 …
PDF
English
DRM
€189.99
Jan-frederik Mai & Matthias Scherer: SIMULATING COPULAS (2ND ED)
‘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 …
EPUB
English
DRM
€104.99