Related Books

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
An Introduction to Copulas
Language: en
Pages: 276
Authors: Roger B. Nelsen
Categories: Mathematics
Type: BOOK - Published: 2007-06-10 - Publisher: Springer Science & Business Media

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The study of copulas and their role in statistics is a new but vigorously growing field. In this book the student or practitioner of statistics and probability
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
Analyzing Dependent Data with Vine Copulas
Language: en
Pages:
Authors: Claudia Czado
Categories: Copulas (Mathematical statistics)
Type: BOOK - Published: 2019 - Publisher:

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This textbook provides a step-by-step introduction to the class of vine copulas, their statistical inference and applications. It focuses on statistical estimat
Copula Theory and Its Applications
Language: en
Pages: 338
Authors: Piotr Jaworski
Categories: Mathematics
Type: BOOK - Published: 2010-07-16 - Publisher: Springer Science & Business Media

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Copulas are mathematical objects that fully capture the dependence structure among random variables and hence offer great flexibility in building multivariate s