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Elements of Copula Modeling with R
Language: en
Pages: 274
Authors: Marius Hofert
Categories: Business & Economics
Type: BOOK - Published: 2019-01-09 - Publisher: Springer

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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
Elements of Copula Modeling with R
Language: en
Pages: 267
Authors: Marius Hofert
Categories: Business & Economics
Type: BOOK - Published: 2019-01-18 - Publisher: Springer

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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
Copula Modeling
Language: en
Pages: 126
Authors: Pravin K. Trivedi
Categories: Business & Economics
Type: BOOK - Published: 2007 - Publisher: Now Publishers Inc

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Copula Modeling explores the copula approach for econometrics modeling of joint parametric distributions. Copula Modeling demonstrates that practical implementa
Dependence Modeling
Language: en
Pages: 370
Authors: Harry Joe
Categories: Business & Economics
Type: BOOK - Published: 2011 - Publisher: World Scientific

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1. Introduction : Dependence modeling / D. Kurowicka -- 2. Multivariate copulae / M. Fischer -- 3. Vines arise / R.M. Cooke, H. Joe and K. Aas -- 4. Sampling co
An Introduction to Copulas
Language: en
Pages: 227
Authors: Roger B. Nelsen
Categories: Mathematics
Type: BOOK - Published: 2013-03-09 - Publisher: Springer Science & Business Media

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Copulas are functions that join multivariate distribution functions to their one-dimensional margins. The study of copulas and their role in statistics is a new