Dependence Modeling With Copulas
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Language: en
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Type: BOOK - Published: 2014-06-26 - Publisher: CRC Press
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
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Type: BOOK - Published: 2011 - Publisher: World Scientific
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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
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Type: BOOK - Published: 2019-01-09 - Publisher: Springer
This book introduces the main theoretical findings related to copulas and shows how statistical modeling of multivariate continuous distributions using copulas
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Type: BOOK - Published: 2017-10-13 - Publisher: Springer
This book presents contributions and review articles on the theory of copulas and their applications. The authoritative and refereed contributions review the la
