Analyzing Dependent Data with Vine Copulas: A Practical Guide with R by Czado, Claudia

Analyzing Dependent Data with Vine Copulas: A Practical Guide with R (Paperback) (ISBN-13: 9783030137847)

Vendor: Claudia Czado
Product type: Books
Format: Paperback
$79.99
$79.99
$79.99
Subtotal: $79.99
Analyzing Dependent Data with Vine Copulas: A Practical Guide with R by Czado, Claudia

Analyzing Dependent Data with Vine Copulas: A Practical Guide with R

$79.99
Analyzing Dependent Data with Vine Copulas: A Practical Guide with R by Czado, Claudia

Analyzing Dependent Data with Vine Copulas: A Practical Guide with R

$79.99
Format: Paperback
Description
Description
x

Preface.- Multivariate Distributions and Copulas.- Dependence Measures.- Bivariate Copula Classes, Their Visualization and Estimation.- Pair Copula Decompositions and Constructions.- Regular Vines.- Simulating Regular Vine Copulas and Distributions.- Parameter Estimation in Regular Vine Copulas.- Selection of Regular Vine Copula Models.- Comparing Regular Vine Copula Models.- Case Study: Dependence Among German DAX Stocks.- Recent Developments in Vine Copula Based Modeling.- Indices.



Author: Claudia Czado
ISBN-10: 3030137848
ISBN-13: 9783030137847
Publisher: Springer
Language: English
Published: 05/15/2019
Pages: 242
Format: Paperback
Weight: 0.85lbs
Size: 9.21h x 6.14w x 0.58d
By Claudia Czado
By Claudia Czado
x

Claudia Czado is an Associate Professor of Applied Mathematical Statistics at the Technical University of Munich, Germany. Her research interests are in the dependence modeling of complex data structures, copula based quantile regression, generalized linear models and computational Bayesian methods, and the applications of these methods. She holds a Ph.D. in Operations Research and Industrial Engineering from Cornell University, USA.

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