Analyzing Dependent Data with Vine Copulas : A Practical Guide With R /

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...

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Bibliographic Details

Main Author:	Czado, Claudia (Author)
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	Cham : Springer International Publishing : Imprint: Springer, 2019.
Edition:	1st ed. 2019.
Series:	Lecture Notes in Statistics, 222
Subjects:	Statistics . Big data. Statistical Theory and Methods. Statistics for Business, Management, Economics, Finance, Insurance. Statistics for Life Sciences, Medicine, Health Sciences. Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences. Big Data/Analytics. Statistics and Computing/Statistics Programs. Electronic books.
Online Access:	Connect to the full text of this electronic book