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The author shows how numerical methods and algorithms for inference and simulation are important in high-dimensional copula applications. He presents the algorithms as pseudocode, illustrating their implementation for high-dimensional copula models. He also incorporates results to determine dependence and tail properties of multivariate distributions for future constructions of copula models.
The author shows how numerical methods and algorithms for inference and simulation are important in high-dimensional copula applications. He presents the algorithms as pseudocode, illustrating their implementation for high-dimensional copula models. He also incorporates results to determine dependence and tail properties of multivariate distributions for future constructions of copula models.
Harry Joe
Introduction. Basics: Dependence, Tail Behavior, and Asymmetries. Copula Construction Methods. Parametric Copula Families and Properties. Inference, Diagnostics, and Model Selection. Computing and Algorithms. Applications and Data Examples. Theorems for Properties of Copulas. Appendix. Index.
| Erscheinungsjahr: | 2014 |
|---|---|
| Fachbereich: | Wahrscheinlichkeitstheorie |
| Genre: | Importe, Mathematik |
| Rubrik: | Naturwissenschaften & Technik |
| Medium: | Buch |
| ISBN-13: | 9781466583221 |
| ISBN-10: | 1466583223 |
| Sprache: | Englisch |
| Einband: | Gebunden |
| Autor: | Joe, Harry |
| Hersteller: | Chapman and Hall/CRC |
| Verantwortliche Person für die EU: | Libri GmbH, Europaallee 1, D-36244 Bad Hersfeld, gpsr@libri.de |
| Maße: | 260 x 183 x 30 mm |
| Von/Mit: | Harry Joe |
| Erscheinungsdatum: | 26.06.2014 |
| Gewicht: | 1,093 kg |
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