Dependence Modeling with Copulas

Dependence Modeling with Copulas

Tekijä: Harry Joe
Kustantaja: CRC Press
Painos: 1
Julkaisuvuosi: 2014
ISBN: 9781032477374

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Maksa Klarnalla
14 päivän palautusoikeus
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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