Dependence Modeling with Copulas / Najlacnejšie knihy
Dependence Modeling with Copulas

Code: 42863046

Dependence Modeling with Copulas

by Harry Joe

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 f ... more

67.81 €


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Book synopsis

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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