Copulas And Dependence Models With Applications

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Dependence Modeling with Copulas

Dependence Modeling with Copulas
Author :
Publisher : CRC Press
Total Pages : 479
Release :
ISBN-10 : 9781466583238
ISBN-13 : 1466583231
Rating : 4/5 (231 Downloads)
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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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Dependence Modeling with Copulas

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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
Copulas and Dependence Models with Applications
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This book presents contributions and review articles on the theory of copulas and their applications. The authoritative and refereed contributions review the la
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This book is a collaborative effort from three workshops held over the last three years, all involving principal contributors to the vine-copula methodology. Re
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Copulas are functions that join multivariate distribution functions to their one-dimensional margins. The study of copulas and their role in statistics is a new
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This textbook provides a step-by-step introduction to the class of vine copulas, their statistical inference and applications. It focuses on statistical estimat