Harry Joe 
Dependence Modeling with Copulas [PDF ebook] 

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Copertina di 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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Formato PDF ● Pagine 480 ● ISBN 9781466583238 ● Casa editrice CRC Press ● Pubblicato 2014 ● Scaricabile 6 volte ● Moneta EUR ● ID 3272319 ● Protezione dalla copia 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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