We a good story
Quick delivery in the UK
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.

Show more
  • 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: November 13, 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.

User ratings of Dependence Modeling with Copulas



Find similar books
The book Dependence Modeling with Copulas can be found in the following categories:

Join thousands of book lovers

Sign up to our newsletter and receive discounts and inspiration for your next reading experience.