Analyzing Dependent Data with Vine Copulas is popular PDF and ePub book, written by Claudia Czado in 2019-05-14, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Analyzing Dependent Data with Vine Copulas can be Read Online from any device for your convenience.
Analyzing Dependent Data with Vine Copulas Book PDF Summary
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 dependence and are vital to many applications in finance, insurance, hydrology, marketing, engineering, chemistry, aviation, climatology and health. The book explains the pair-copula construction principles underlying these statistical models and discusses how to perform model selection and inference. It also derives simulation algorithms and presents real-world examples to illustrate the methodological concepts. The book includes numerous exercises that facilitate and deepen readers’ understanding, and demonstrates how the R package VineCopula can be used to explore and build statistical dependence models from scratch. In closing, the book provides insights into recent developments and open research questions in vine copula based modeling. The book is intended for students as well as statisticians, data analysts and any other quantitatively oriented researchers who are new to the field of vine copulas. Accordingly, it provides the necessary background in multivariate statistics and copula theory for exploratory data tools, so that readers only need a basic grasp of statistics and probability.
Detail Book of Analyzing Dependent Data with Vine Copulas PDF
- Author : Claudia Czado
- Release : 14 May 2019
- Publisher : Springer
- ISBN : 9783030137854
- Genre : Mathematics
- Total Page : 242 pages
- Language : English
- PDF File Size : 18,5 Mb
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