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About Dependence Modeling with Copulas

This book covers recent advances in the field, including vine copula modeling of high-dimensional data. The author develops vine copula models and generalizations, discusses other multivariate constructions and parametric copula families, and presents dependence and tail properties to assist readers in copula model selection. He also covers inference, diagnostics, model comparison, numerical methods, and algorithms for copula applications. Software and code area available on the author¿s website.

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  • Language:
  • English
  • ISBN:
  • 9781466583221
  • Binding:
  • Hardback
  • Pages:
  • 480
  • Published:
  • June 25, 2014
  • Dimensions:
  • 177x263x27 mm.
  • Weight:
  • 1070 g.
  In stock
Delivery: 3-5 business days
Expected delivery: December 5, 2024

Description of Dependence Modeling with Copulas

This book covers recent advances in the field, including vine copula modeling of high-dimensional data. The author develops vine copula models and generalizations, discusses other multivariate constructions and parametric copula families, and presents dependence and tail properties to assist readers in copula model selection. He also covers inference, diagnostics, model comparison, numerical methods, and algorithms for copula applications. Software and code area available on the author¿s website.

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