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Dependence Modeling with Copulas - Harry Joe

English
2023-01-21
€110.63 €138.29

-20% with code BOOKS

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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

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Description

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

More Information

Author Harry Joe
Publisher CRC Press
Release year 2023
Cover type Softcover
EAN 9781032477374
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€110.63 €138.29