Dependence modeling with copulas
Auteur :
Joe, Harry
Éditeur :
Taylor & Francis Ltd
ISBN :
9781032477374
Date de publication :
21 janv. 2023
Dimensions :
25,4 x 17,8 cm
Poids :
453 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
This book covers recent advances in the field, including vine copula modeling of high-dimensional data. The author develops vine copula models and generalizations, discusses other multivariate constructions and parametric copula families, and presents dependence and tail properties to assist readers in copula model selection. He also covers infe