Dependence Modeling: Vine Copula Handbook

Explore the fascinating world of statistical dependence with "Dependence Modeling: Vine Copula Handbook" by Dorota Kurowicka. Published in 2010 by World Scientific Publishing Co Pte Ltd, this comprehensive hardback spans 368 pages and serves as an essential resource for researchers and practitioners alike.

This handbook delves into the rapid advancements in vine copulas, tracing their historical development while standardizing notation and terminology for clarity. It provides an in-depth summary of bivariate copulae and regular vines, making complex concepts accessible. Additionally, the book offers a thorough overview of various applications, showcasing the versatility and importance of vine copulas in mathematical statistics.

Whether you are a seasoned statistician or a newcomer to the field, this handbook is a valuable addition to your library, enhancing your understanding of dependence modeling.