Analyzing dependent data with vine copulas a practical guide with R /: a practical guide with R. (c2019)

• Record Type: Book
• 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.