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Principles of Copula Theory
Language: en
Pages: 331
Authors: Fabrizio Durante
Categories: Mathematics
Type: BOOK - Published: 2015-07-01 - Publisher: CRC Press

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This book gives readers the solid and formal mathematical background to apply copulas to a range of mathematical areas, such as probability, real analysis, meas
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
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
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
Copulas and Dependence Models with Applications
Language: en
Pages: 268
Authors: Manuel Úbeda Flores
Categories: Mathematics
Type: BOOK - Published: 2017-10-13 - Publisher: Springer

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This book presents contributions and review articles on the theory of copulas and their applications. The authoritative and refereed contributions review the la