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Dependence Modeling with Copulas

Language EnglishEnglish
E-book Adobe ePub DRM
Publishers Chapman and Hall/CRC, June 2014
Dependence Modeling with Copulas covers the substantial advances that have taken place in the field... Full description
? points 170 b
70.29
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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 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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About the book

Full name Dependence Modeling with Copulas
Author Harry Joe
Language English
Binding E-book - Adobe ePub DRM
Date of issue 2014
Number of pages 480
EAN 9781040057391
Libristo code 47535823
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