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Pages: 483
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: Vine Copula Handbook
Language: en
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Authors: Dorota Kurowicka
Categories: Business & Economics
Type: BOOK - Published: 2010-12-23 - Publisher: World Scientific

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This book is a collaborative effort from three workshops held over the last three years, all involving principal contributors to the vine-copula methodology. Re
Elements of Copula Modeling with R
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Authors: Marius Hofert
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This book introduces the main theoretical findings related to copulas and shows how statistical modeling of multivariate continuous distributions using copulas
Analyzing Dependent Data with Vine Copulas
Language: en
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Authors: Claudia Czado
Categories: Copulas (Mathematical statistics)
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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
Multivariate Models and Multivariate Dependence Concepts
Language: en
Pages: 422
Authors: Harry Joe
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Type: BOOK - Published: 1997-05-01 - Publisher: CRC Press

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This book on multivariate models, statistical inference, and data analysis contains deep coverage of multivariate non-normal distributions for modeling of binar