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Dependence Modeling with Copulas
Harry Joe
出版CRC Press, 2014-06-26
主題Mathematics / Probability & Statistics / GeneralBusiness & Economics / Statistics
ISBN14665832319781466583238
URLhttp://books.google.com.hk/books?id=mCTcBQAAQBAJ&hl=&source=gbs_api
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註釋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