Dependence Modeling with Copulas

Dependence Modeling with Copulas

by Harry Joe
Epub (Kobo), Epub (Adobe)
Publication Date: 25/03/2024

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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

ISBN:
9781040057391
9781040057391
Category:
Probability & statistics
Format:
Epub (Kobo), Epub (Adobe)
Publication Date:
25-03-2024
Language:
English
Publisher:
CRC Press

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