Dependence Modeling with Copulas

Dependence Modeling with Copulas
Author :
Publisher : CRC Press
Total Pages : 479
Release :
ISBN-10 : 9781466583238
ISBN-13 : 1466583231
Rating : 4/5 (38 Downloads)

Book Synopsis Dependence Modeling with Copulas by : Harry Joe

Download or read book Dependence Modeling with Copulas written by Harry Joe and published by CRC Press. This book was released on 2014-06-26 with total page 479 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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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