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Dependence Modeling with Copulas : Chapman & Hall/CRC Monographs on Statistics and Applied Probability - Harry Joe

Dependence Modeling with Copulas

By: Harry Joe

eText | 26 June 2014 | Edition Number 1

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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

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Published: 21st January 2023

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