- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
-
Online-Ressource
- Sprache
-
Englisch
- Erschienen in
-
Stochastic Programming E-Print Series ; 19
- Ereignis
-
Veröffentlichung
- (wo)
-
Berlin
- (wer)
-
Humboldt-Universität zu Berlin
- (wann)
-
2006
- Urheber
-
Kaut, Michal
Wallace, Stein W.
- DOI
-
10.18452/8368
- URN
-
urn:nbn:de:kobv:11-110-18452/9020-6
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
14.08.2025, 10:45 MESZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Beteiligte
- Kaut, Michal
- Wallace, Stein W.
- Humboldt-Universität zu Berlin
Entstanden
- 2006
Ähnliche Objekte (12)
Quasi-Copulas, Copulas and Fuzzy Implicators
Rüschendorf-Copulas
Gluing copulas
Gluing copulas
Dependence modeling using vine copulas in insurance
Principal component density estimation for scenario generation using normalizing flows
Dynamic Generation of Scenario Trees
Simulation of remotely sensed rainfall fields using copulas
Integrating Systemic Risk and Risk Analysis Using Copulas
Exchangeability of copulas
Scenario Generation for IFRS9 Purposes using a Bayesian MS-VAR Model
Multivariate scenario generation of day-ahead electricity prices using normalizing flows
Quasi-Copulas, Copulas and Fuzzy Implicators
Rüschendorf-Copulas
Gluing copulas
Gluing copulas
Dependence modeling using vine copulas in insurance
Principal component density estimation for scenario generation using normalizing flows
Dynamic Generation of Scenario Trees
Simulation of remotely sensed rainfall fields using copulas
Integrating Systemic Risk and Risk Analysis Using Copulas
Exchangeability of copulas
Scenario Generation for IFRS9 Purposes using a Bayesian MS-VAR Model
Multivariate scenario generation of day-ahead electricity prices using normalizing flows
Quasi-Copulas, Copulas and Fuzzy Implicators
Rüschendorf-Copulas
Gluing copulas
Gluing copulas
Dependence modeling using vine copulas in insurance
Principal component density estimation for scenario generation using normalizing flows
Dynamic Generation of Scenario Trees
Simulation of remotely sensed rainfall fields using copulas
Integrating Systemic Risk and Risk Analysis Using Copulas
Exchangeability of copulas
Scenario Generation for IFRS9 Purposes using a Bayesian MS-VAR Model