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Dependence Modeling with Copulas - Chapman & Hall / CRC Monographs on Statistics and Applied Probability Joe, Harry (University of British Columbia, Vancouver, Canada)
Dependence Modeling with Copulas - Chapman & Hall / CRC Monographs on Statistics and Applied Probability
Joe, Harry (University of British Columbia, Vancouver, Canada)
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
480 pages, 21 Illustrations, black and white
| Medios de comunicación | Libros Paperback Book (Libro con tapa blanda y lomo encolado) |
| Publicado | 21 de enero de 2023 |
| ISBN13 | 9781032477374 |
| Editores | Taylor & Francis Ltd |
| Páginas | 480 |
| Dimensiones | 253 × 177 × 29 mm · 896 g |
| Lengua | Inglés |