𝔖 Scriptorium
✦   LIBER   ✦

📁

Dependence Modeling with Copulas

✍ Scribed by Joe, Harry


Publisher
CRC Press
Year
2014
Tongue
English
Leaves
479
Series
Chapman & Hall/CRC Monographs on Statistics & Applied Probability
Category
Library

⬇  Acquire This Volume

No coin nor oath required. For personal study only.

✦ Subjects


Финансово-экономические дисциплины;Математические методы и моделирование в экономике;


📜 SIMILAR VOLUMES


Dependence Modeling: Vine Copula Handboo
✍ Dorota Kurowicka, Harry Joe, Editors 📂 Library 📅 2010 🏛 World Scientific Publishing Company 🌐 English

This book is a collaborative effort from three workshops held over the last three years, all involving principal contributors to the vine-copula methodology. Research and applications in vines have been growing rapidly and there is now a growing need to collate basic results, and standardize termino

Copulas and Dependence Models with Appli
✍ Manuel Úbeda Flores, Enrique de Amo Artero, Fabrizio Durante, Juan Fernández Sán 📂 Library 📅 2017 🏛 Springer International Publishing 🌐 English

<p><p>This book presents contributions and review articles on the theory of copulas and their applications. The authoritative and refereed contributions review the latest findings in the area with emphasis on “classical” topics like distributions with fixed marginals, measures of association, constr

Elements of Copula Modeling with R
✍ Marius Hofert, Ivan Kojadinovic, Martin Machler, Jun Yan 📂 Library 📅 2018 🏛 Springer 🌐 English

This book introduces the main theoretical findings related to copulas and shows how statistical modeling of multivariate continuous distributions using copulas can be carried out in the R statistical environment with the package copula (among others). Copulas are multivariate distribution functi

Analyzing Dependent Data with Vine Copul
✍ Claudia Czado 📂 Library 📅 2019 🏛 Springer International Publishing 🌐 English

<p><p></p><p>This textbook provides a step-by-step introduction to the class of vine copulas, their statistical inference and applications. It focuses on statistical estimation and selection methods for vine copulas in data applications. These flexible copula models can successfully accommodate any