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Dependence Modeling with Copulas
Language
English
English
Book
Paperback
This book covers recent advances in the field, including vine copula modeling of high-dimensional da...
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Libristo code: 42863046
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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
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About the book
Full name
Dependence Modeling with Copulas
Author
Harry Joe
Language
English
English
Binding
Book - Paperback
Date of issue
2023
Number of pages
480
EAN
9781032477374
Libristo code
42863046
Publishers
Taylor & Francis Ltd
Weight
890
Dimensions
178 x 254
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