On Copula Density Estimation and Measures of Multivariate Association

By Thomas Blumentritt

Measuring the degree of association between random variables is a task inherent in many practical applications such as risk management and financial modeling. Well-known measures like Spearman's rho... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3844101217
• ISBN13: 9783844101218
• Release Date: January 2012
• Publisher: Josef Eul Verlag Gmbh
• Length: 202 Pages
• Weight: 0.54 lbs.
• Dimensions: 0.4" x 5.8" x 8.3"