Dependence Modeling with Copulas

By Harry Joe

Book Overview

This book covers recent advances in the field, including vine copula modeling of high-dimensional data. The author develops vine copula models and generalizations, discusses other multivariate constructions and parametric copula families, and presents dependence and tail properties to assist readers in copula model selection. He also covers infe

• Format: Paperback
• Language: English
• ISBN: 1032477377
• ISBN13: 9781032477374
• Release Date: January 2023
• Publisher: CRC Press
• Length: 480 Pages
• Weight: 1.83 lbs.
• Dimensions: 1.0" x 7.0" x 10.0"