Dependence Modeling with Copulas PDF
by Harry (University of British Columbia, Vancouver, Canada) Joe
Part of the Chapman & Hall/CRC Monographs on Statistics and Applied Probability series
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Description
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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Download Now
- Format:PDF
- Pages:480 pages
- Publisher:Taylor & Francis Inc
- Publication Date:26/06/2014
- Category:
- ISBN:9781466583238
Information
-
Download Now
- Format:PDF
- Pages:480 pages
- Publisher:Taylor & Francis Inc
- Publication Date:26/06/2014
- Category:
- ISBN:9781466583238
