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Dependence Modeling with Copulas

Language EnglishEnglish
Book Hardback
Book Dependence Modeling with Copulas Harry Joe
Libristo code: 06681374
Publishers Taylor & Francis Inc, June 2014
Dependence Modeling with Copulas covers the substantial advances that have taken place in the field...
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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

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About the book

Full name Dependence Modeling with Copulas
Author Harry Joe
Language English
Binding Book - Hardback
Date of issue 2014
Number of pages 480
EAN 9781466583221
ISBN 9781466583221
Libristo code 06681374
Publishers Taylor & Francis Inc
Weight 1070
Dimensions 177 x 263 x 27

Categories

Mathematics & Science > Mathematics > Probability & statistics
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