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Dependence Modeling with Copulas - Harry Joe - Bog

Bag om 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 infe

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781032477374
  • Indbinding:
  • Paperback
  • Sideantal:
  • 480
  • Udgivet:
  • 21. januar 2023
  • Størrelse:
  • 253x177x29 mm.
  • Vægt:
  • 896 g.
  • 2-4 uger.
  • 18. december 2024
På lager

Normalpris

  • BLACK WEEK

Medlemspris

Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

Beskrivelse af 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 infe

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