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Dependence Modeling with Copulas - Chapman & Hall / CRC Monographs on Statistics and Applied Probability
Harry Joe
Dependence Modeling with Copulas - Chapman & Hall / CRC Monographs on Statistics and Applied Probability
Harry Joe
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 |
See all of Harry Joe ( e.g. Paperback Book and Hardcover Book )