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Document type:
Buch 
Author(s):
Czado, Claudia 
Editor:
Diggle, P., Gather, U., and Zeger, S. 
Title:
Analyzing Dependent Data with Vine Copulas 
Subtitle:
A Practical Guide With R 
Faculty:
Fakultät für Mathematik 
Chair:
Professur für Angewandte Mathmatische Statistik 
Volume:
222 
Abstract:
This textbook provides a step-by-step introduction to the class of vine copulas, their statistical inference and applications. It focuses on statistical estimation and selection methods for vine copulas in data applications. These flexible copula models can successfully accommodate any form of tail dependence and are vital to many applications in finance, insurance, hydrology, marketing, engineering, chemistry, aviation, climatology and health. The book explains the pair-copula construction...    »
 
Dewey Decimal Classification:
510 Mathematik 
Publisher:
Springer International Publishing 
Pages:
242 
Year:
2019 
Year / month:
2019-05 
Month:
May 
Date of publication:
15.05.2019 
Quarter:
2. Quartal 
Other Issue::
Issue type:
Softcover 
Print-ISBN:
978-3-030-13784-7 
E-ISBN:
978-3-030-13785-4 
Language:
en 
WWW:
Semester:
SS 19 
TUM Institution:
Professur für Angewandte Mathematische Statistik