Dependence Modeling with Copulas

• Author(s): Harry Joe,
• Publisher: CRC Press
• Pages: 480
• ISBN_10: 1466583231
  ISBN_13: 9781466583238
  
• Language: en
• Categories: Mathematics / Probability & Statistics / General , Business & Economics / Statistics ,

Description:... 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