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Dependence Modeling with Copulas

by Harry Joe
Save 35% Save 35%
Current price ₹4,189.00
Original price ₹6,444.00
Original price ₹6,444.00
Original price ₹6,444.00
(-35%)
₹4,189.00
Current price ₹4,189.00

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Book cover type: Paperback
  • ISBN13: 9781032477374
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Taylor & Francis
  • Publisher Imprint: CRC Press
  • Publication Date:
  • Pages: 480
  • Original Price: GBP 49.99
  • Language: English
  • Edition: N/A
  • Item Weight: 896 grams
  • BISAC Subject(s): Probability & Statistics / Multivariate Analysis

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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