Analyzing Dependent Data with Vine Copulas

Name: Analyzing Dependent Data with Vine Copulas
Brand: Springer Nature
SKU: 9783030137847
Availability: InStock

Analyzing Dependent Data with Vine Copulas

Brand

Springer Nature

Manufacturer

N/A

Part Number

GTIN

9783030137847

Condition

New

0 Reviews

0 Questions | 0 Answers

Product Description

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 principles underlying these statistical models and discusses how to perform model selection and inference. It also derives simulation algorithms and presents real-world examples to illustrate the methodological concepts. The book includes numerous exercises that facilitate and deepen readers understanding, and demonstrates how the R package VineCopula can be used to explore and build statistical dependence models from scratch. In closing, the book provides insights into recent developments and open research questions in vine copula based modeling. The book is intended for students as well as statisticians, data analysts and any other quantitatively oriented researchers who are new to the field of vine copulas. Accordingly, it provides the necessary background in multivariate statistics and copula theory for exploratory data tools, so that readers only need a basic grasp of statistics and probability.

Available Colors

N/A

Available Sizes

N/A

1 Offer Price Range: $59.99 - $59.99

BEST PRICE

Single Product Purchase

$59.99

@ Link.springer.com BUY Now

Price Comparison

Seller	Contact Seller	List Price	On Sale	Shipping	Best Promo	Final Price	Volume Discount	Financing	Availability	Seller's Page
BEST PRICE 1 Product Purchase @ Link.springer.com Rate Seller This functionality is for registered users only. Go to Login/Register		$59.99	$59.99			$59.99		See Site	In stock	Visit Store