Related Books
Language: en
Pages: 483
Pages: 483
Type: BOOK - Published: 2014-06-26 - Publisher: CRC Press
Dependence Modeling with Copulas covers the substantial advances that have taken place in the field during the last 15 years, including vine copula modeling of
Language: en
Pages: 370
Pages: 370
Type: BOOK - Published: 2011 - Publisher: World Scientific
1. Introduction : Dependence modeling / D. Kurowicka -- 2. Multivariate copulae / M. Fischer -- 3. Vines arise / R.M. Cooke, H. Joe and K. Aas -- 4. Sampling co
Language: en
Pages:
Pages:
Type: BOOK - Published: 2019 - Publisher:
This textbook provides a step-by-step introduction to the class of vine copulas, their statistical inference and applications. It focuses on statistical estimat
Language: en
Pages: 422
Pages: 422
Type: BOOK - Published: 1997-05-01 - Publisher: CRC Press
This book on multivariate models, statistical inference, and data analysis contains deep coverage of multivariate non-normal distributions for modeling of binar
Language: en
Pages: 274
Pages: 274
Type: BOOK - Published: 2019-01-09 - Publisher: Springer
This book introduces the main theoretical findings related to copulas and shows how statistical modeling of multivariate continuous distributions using copulas