Analyzing dependent data with vine copulas a practical guide with R /: a practical guide with R. (c2019)
- Record Type:
- Book
- Title:
- Analyzing dependent data with vine copulas a practical guide with R /: a practical guide with R. (c2019)
- Main Title:
- Analyzing dependent data with vine copulas a practical guide with R
- Further Information:
- Note: Claudia Czado.
- Other Names:
- Czado, Claudia
- Contents:
- Preface -- Multivariate Distributions and Copulas -- Dependence Measures -- Bivariate Copula Classes, Their Visualization and Estimation -- Pair Copula Decompositions and Constructions -- Regular Vines -- Simulating Regular Vine Copulas and Distributions -- Parameter Estimation in Regular Vine Copulas -- Selection of Regular Vine Copula Models -- Comparing Regular Vine Copula Models -- Case Study: Dependence Among German DAX Stocks -- Recent Developments in Vine Copula Based Modeling -- Indices.
- Publisher Details:
- Cham : Springer
- Publication Date:
- 2019
- Copyright Date:
- 2019
- Extent:
- 1 online resource
- Subjects:
- 519.5/35
Copulas (Mathematical statistics)
R (Computer program language)
Electronic books - Languages:
- English
- ISBNs:
- 9783030137854
3030137856 - Related ISBNs:
- 9783030137847
3030137848 - Notes:
- Note: Includes bibliographical references and index.
Note: Print version record. - Access Rights:
- Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
- Access Usage:
- Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library HMNTS - ELD.DS.425360
- Ingest File:
- 02_537.xml