Analyzing Dependent Data with Vine Copulas
Analyzing Dependent Data with Vine Copulas
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Résumé
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 | Non disponible |
| ISBN 13 | 9783030137847 |
| ISBN 10 | 3030137848 |
| Titre | Analyzing Dependent Data with Vine Copulas |
| Auteur | Claudia Czado |
| Série | Lecture Notes In Statistics |
| État | Non disponible |
| Type de reliure | Paperback |
| Éditeur | Springer Nature Switzerland AG |
| Année de publication | 2019-05-15 |
| Nombre de pages | 242 |
| Note de couverture | La photo du livre est présentée à titre d'illustration uniquement. La reliure, la couverture ou l'édition réelle peuvent varier. |
| Note | Non disponible |