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Dependence Modeling with Copulas
Language: en
Pages: 483
Authors: Harry Joe
Categories: Mathematics
Type: BOOK - Published: 2014-06-26 - Publisher: CRC Press

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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
Dependence Modeling
Language: en
Pages: 370
Authors: Harry Joe
Categories: Business & Economics
Type: BOOK - Published: 2011 - Publisher: World Scientific

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1. Introduction : Dependence modeling / D. Kurowicka -- 2. Multivariate copulae / M. Fischer -- 3. Vines arise / R.M. Cooke, H. Joe and K. Aas -- 4. Sampling co
Analyzing Dependent Data with Vine Copulas
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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
Multivariate Models and Multivariate Dependence Concepts
Language: en
Pages: 422
Authors: Harry Joe
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Type: BOOK - Published: 1997-05-01 - Publisher: CRC Press

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This book on multivariate models, statistical inference, and data analysis contains deep coverage of multivariate non-normal distributions for modeling of binar
Elements of Copula Modeling with R
Language: en
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Authors: Marius Hofert
Categories: Business & Economics
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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