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Dependence Modeling with Copulas

By: Canada) Joe Vancouver Harry (University of British Columbia (Author)

Manufacture on Demand

Ksh 10,300.00

Format: Paperback or Softback

ISBN-13: 9781032477374

Publisher: Taylor & Francis Ltd

Publication Date: Jan 21st, 2023

Dimension: 25.40 x 17.80 x 89.00 cms

Category: Economic statistics

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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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