Dependence Modeling with Copulas
eBook - PDF

Dependence Modeling with Copulas

  1. 480 pages
  2. English
  3. PDF
  4. Available on iOS & Android
eBook - PDF

Dependence Modeling with Copulas

Book details
Table of contents
Citations

About This Book

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

Frequently asked questions

Simply head over to the account section in settings and click on “Cancel Subscription” - it’s as simple as that. After you cancel, your membership will stay active for the remainder of the time you’ve paid for. Learn more here.
At the moment all of our mobile-responsive ePub books are available to download via the app. Most of our PDFs are also available to download and we're working on making the final remaining ones downloadable now. Learn more here.
Both plans give you full access to the library and all of Perlego’s features. The only differences are the price and subscription period: With the annual plan you’ll save around 30% compared to 12 months on the monthly plan.
We are an online textbook subscription service, where you can get access to an entire online library for less than the price of a single book per month. With over 1 million books across 1000+ topics, we’ve got you covered! Learn more here.
Look out for the read-aloud symbol on your next book to see if you can listen to it. The read-aloud tool reads text aloud for you, highlighting the text as it is being read. You can pause it, speed it up and slow it down. Learn more here.
Yes, you can access Dependence Modeling with Copulas by Harry Joe in PDF and/or ePUB format, as well as other popular books in Mathematics & Probability & Statistics. We have over one million books available in our catalogue for you to explore.

Information

Publisher
CRC Press
Year
2014
ISBN
9781466583238
Edition
1
Topic
Mathematics
Subtopic
Probability & Statistics
Index
Mathematics

Table of contents

  1. Front Cover
  2. Contents
  3. Preface
  4. Notation and abbreviations
  5. Chapter 1 - Introduction
  6. Chapter 2 - Basics: dependence, tail behavior and asymmetries
  7. Chapter 3 - Copula construction methods
  8. Chapter 4 - Parametric copula families and properties
  9. Chapter 5 - Inference, diagnostics and model selection
  10. Chapter 6 - Computing and algorithms
  11. Chapter 7 - Applications and data examples
  12. Chapter 8 - Theorems for properties of copulas
  13. Appendix A - Laplace transforms and Archimedean generators
  14. Bibliography
  15. Back Cover