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Harry Joe
Dependence Modeling with Copulas [PDF ebook]

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Couverture du Harry Joe: Dependence Modeling with Copulas (PDF)

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

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Format PDF ● Pages 480 ● ISBN 9781466583238 ● Maison d’édition CRC Press ● Publié 2014 ● Téléchargeable 6 fois ● Devise EUR ● ID 3272319 ● Protection contre la copie Adobe DRM

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