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: | 9781466583238 |
| Publication date: | 26th June 2014 |
| Author: | Joe, Harry |
| Publisher: | CRC Press |
| Format: | Ebook |
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.
Paperback, Ebook. £46.99. Not Available.
Dependence Modeling with Copulas was written by Joe, Harry and published by CRC Press
£46.99. Not Available.