Elements of Copula Modeling with R

Elements of Copula Modeling with R

Yan, Jun; Kojadinovic, Ivan; Hofert, Marius; Maechler, Martin

Springer International Publishing AG

01/2019

267

Mole

Inglês

9783319896342

15 a 20 dias

454


ebook

Descrição não disponível.
Preface.- Introduction.- Copulas.- Classes and Families.- Estimation.- Graphical Diagnostics, Tests and Model Selection.- Ties, Time Series and Regression.- R and Package Versions.- References.- Index.
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62H05, 62H12, 62H15, 62P05, 62P12;Copulas;Multivariate distributions;Multivariate dependance;Statistical environment R;R package copula;Statistical modeling;Statistical modeling of multivariate distributions;Applications in finance and insurance;Applications in engineering;Applications in environmental sciences;quantitative finance