Dependence Modeling with Copulas - Chapman & Hall / CRC Monographs on Statistics and Applied Probability - Joe, Harry (University of British Columbia, Vancouver, Canada) - Books - Taylor & Francis Ltd - 9781032477374 - January 21, 2023
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Joe, Harry (University of British Columbia, Vancouver, Canada)
Dependence Modeling with Copulas - Chapman & Hall / CRC Monographs on Statistics and Applied Probability

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This book covers recent advances in the field, including vine copula modeling of high-dimensional data. The author develops vine copula models and generalizations, discusses other multivariate constructions and parametric copula families, and presents dependence and tail properties to assist readers in copula model selection. He also covers infe

480 pages, 21 Illustrations, black and white

Media Books     Paperback Book   (Book with soft cover and glued back)
Released January 21, 2023
ISBN13 9781032477374
Publishers Taylor & Francis Ltd
Pages 480
Dimensions 253 × 177 × 29 mm   ·   896 g
Language English  

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