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 inference, diagnostics, model comparison, numerical methods, and algorithms for copula applications. Software and code area available on the author's website.
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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 inference, diagnostics, model comparison, numerical methods, and algorithms for copula applications. Software and code area available on the author's website.
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Add this copy of Dependence Modeling with Copulas to cart. $69.09, new condition, Sold by Booksplease rated 4.0 out of 5 stars, ships from Southport, MERSEYSIDE, UNITED KINGDOM, published 2023 by CRC Press.
Add this copy of Dependence Modeling With Copulas (Chapman & Hall/Crc to cart. $81.31, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Hialeah, FL, UNITED STATES, published 2023 by CRC Press.
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Add this copy of Dependence Modeling With Copulas (Chapman & Hall/Crc to cart. $108.60, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Hialeah, FL, UNITED STATES, published 2014 by CRC Press.
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New. Sewn binding. Cloth over boards. 480 p. Contains: Unspecified, Illustrations, black & white, Tables, black & white. Chapman & Hall/CRC Monographs on Statistics and Applied Prob.
