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Copulas and Dependence Models with Applications
Language: en
Pages: 268
Authors: Manuel Úbeda Flores
Categories: Mathematics
Type: BOOK - Published: 2017-10-13 - Publisher: Springer

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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
Dependence Modeling with Copulas
Language: en
Pages: 479
Authors: Harry Joe
Categories: Mathematics
Type: BOOK - Published: 2014-06-26 - Publisher: CRC Press

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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
Dependence Modeling
Language: en
Pages: 370
Authors: Harry Joe
Categories: Business & Economics
Type: BOOK - Published: 2011 - Publisher: World Scientific

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1. Introduction : Dependence modeling / D. Kurowicka -- 2. Multivariate copulae / M. Fischer -- 3. Vines arise / R.M. Cooke, H. Joe and K. Aas -- 4. Sampling co
Analyzing Dependent Data with Vine Copulas
Language: en
Pages:
Authors: Claudia Czado
Categories: Copulas (Mathematical statistics)
Type: BOOK - Published: 2019 - Publisher:

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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
Copula Theory and Its Applications
Language: en
Pages: 338
Authors: Piotr Jaworski
Categories: Mathematics
Type: BOOK - Published: 2010-07-16 - Publisher: Springer Science & Business Media

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Copulas are mathematical objects that fully capture the dependence structure among random variables and hence offer great flexibility in building multivariate s