Analyzing Dependent Data with Vine Copulas: A Practical Guide With R free ebook download.

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Analyzing Dependent Data with Vine Copulas: A Practical Guide With R free ebook download

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Mathematics

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Catalogue

Author(s):	Claudia Czado

Date:	2019-06-19	Format:	pdf	Language:	English	ISBN/ASIN:	3030137848
Pages:	223	OCR:		Quality:		ISBN13:
Uploader:	maveriks	Upload Date:	5/17/2019 2:42:21 PM

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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.

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	Title	Link	Password	Size (MB)	Thank to	Inform Admin
2497031	Book	http://nitroflare.com/view/97683C30439CC...		60.34	maveriks

Tags: Analyzing Copulas Data Dependent Guide Practical Vine

Title	Link	Password	Size	Reason

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