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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