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 ● Halaman-halaman 480 ● ISBN 9781466583238 ● Penerbit CRC Press ● Diterbitkan 2014 ● Muat turun 6 kali ● Mata wang EUR ● ID 3272319 ● Salin perlindungan Adobe DRM
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