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Dependence Modeling with Copulas

Language EnglishEnglish
Book Paperback
Book Dependence Modeling with Copulas Harry Joe
Libristo code: 42863046
Publishers Taylor & Francis Ltd, January 2023
This book covers recent advances in the field, including vine copula modeling of high-dimensional da... Full description
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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 infe

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About the book

Full name Dependence Modeling with Copulas
Author Harry Joe
Language English
Binding Book - Paperback
Date of issue 2023
Number of pages 480
EAN 9781032477374
Libristo code 42863046
Publishers Taylor & Francis Ltd
Weight 890
Dimensions 178 x 254

Categories

Economics, Finance, Business & Management > Economics > Econometrics & economic statistics
Mathematics & Science > Mathematics > Probability & statistics
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