Harry Joe 
Dependence Modeling with Copulas [PDF ebook] 

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Cover of 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 ● Publisher CRC Press ● Published 2014 ● Downloadable 6 times ● Currency EUR ● ID 3272319 ● Copy protection Adobe DRM
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Harry JoeCanada) Joe Harry (University of Bristish ColombiaVancouver, Canada) Joe Harry (University of British Columbia

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