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Dependence Modeling with Copul

Dependence Modeling with Copulas

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Currently no offers 2014 EN Mathematics
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Book Information

  • Released:
  • Pages: 480
  • Language: en
  • ISBN-10:1466583231
  • ISBN-13:9781466583238
  • Category:Mathematics
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Description

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 (Source: Google Books API)

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