This book on multivariate models, statistical inference and data analysis provides coverage of multivariate non-normal distributions for modelling of binary, count, ordinal and extreme value response data. The book includes many exercises and unsolved problems.
This book on multivariate models, statistical inference and data analysis provides coverage of multivariate non-normal distributions for modelling of ...
This book is a collaborative effort from three workshops held over the last three years, all involving principal contributors to the vine-copula methodology. Research and applications in vines have been growing rapidly and there is now a growing need to collate basic results, and standardize terminology and methods. Specifically, this handbook will (1) trace historical developments, standardizing notation and terminology, (2) summarize results on bivariate copulae, (3) summarize results for regular vines, and (4) give an overview of its applications. In addition, many of these results are new...
This book is a collaborative effort from three workshops held over the last three years, all involving principal contributors to the vine-copula metho...
Dependence Modeling with Copulas covers the substantial advances that have taken place in the field during the last 15 years, including vine copula modeling of high-dimensional data. Vine copula models are constructed from a sequence of bivariate copulas. The book develops generalizations of vine copula models, including common and structured factor models that extend from the Gaussian assumption to copulas. It also discusses other multivariate constructions and parametric copula families that have different tail properties and presents extensive material on dependence and...
Dependence Modeling with Copulas covers the substantial advances that have taken place in the field during the last 15 years, incl...
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
This book covers recent advances in the field, including vine copula modeling of high-dimensional data. The author develops vine copula models and gen...
