Analyzing Dependent Data with Vine Copulas
Analyzing Dependent Data with Vine Copulas
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Summary
This textbook provides a step-by-step introduction to the class of vine copulas, their statistical inference and applications.
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Analyzing Dependent Data with Vine Copulas by Claudia Czado
This textbook provides a step-by-step introduction to the class of vine copulas, their statistical inference and applications.Claudia Czado is an Associate Professor of Applied Mathematical Statistics at the Technical University of Munich, Germany. Her research interests are in the dependence modeling of complex data structures, copula based quantile regression, generalized linear models and computational Bayesian methods, and the applications of these methods. She holds a Ph.D. in Operations Research and Industrial Engineering from Cornell University, USA.
| SKU | Unavailable |
| ISBN 13 | 9783030137847 |
| ISBN 10 | 3030137848 |
| Title | Analyzing Dependent Data with Vine Copulas |
| Author | Claudia Czado |
| Series | Lecture Notes In Statistics |
| Condition | Unavailable |
| Binding Type | Paperback |
| Publisher | Springer Nature Switzerland AG |
| Year published | 2019-05-15 |
| Number of pages | 242 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |