Dependence Modeling with Copulas
| Author | : Harry Joe |
| Publisher | : CRC Press |
| Total Pages | : 479 |
| Release | : 2014-06-26 |
| ISBN-10 | : 9781466583238 |
| ISBN-13 | : 1466583231 |
| Rating | : 4/5 (231 Downloads) |
Book Synopsis Dependence Modeling with Copulas by : Harry Joe
Download or read book Dependence Modeling with Copulas written by Harry Joe and published by CRC Press. This book was released on 2014-06-26 with total page 479 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 high-dimensional data. Vine copula models are constructed from a sequence of bivariate copulas. The book develops generalizations of vine copula models, including common and structured facto
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