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Title:

Analyzing Dependent Data with Vine Copulas

Subtitle:
A Practical Guide With R
Document type:
Buch
Author(s):
Czado, Claudia
Editor:
Diggle, P., Gather, U., and Zeger, S.
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 p...     »
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::
0
Issue type:
Softcover
Print-ISBN:
978-3-030-13784-7
E-ISBN:
978-3-030-13785-4
Language:
en
WWW:
Springer
Semester:
SS 19
TUM Institution:
Professur für Angewandte Mathematische Statistik
DOI-Link:
doi:10.1007/978-3-030-13785-4
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