Free shipping on all orders over $79* Limited Time Only
Track My Order
Help Centre
Likes
My Wish ListsLogin / Join
Booktopia
Australia's local bookstore
Get Free Shipping on orders over $79
Analyzing Dependent Data with Vine Copulas : A Practical Guide With R - Claudia Czado

Analyzing Dependent Data with Vine Copulas

A Practical Guide With R

By: Claudia Czado

eText | 14 May 2019

At a Glance

eText

$109.00

or 4 interest-free payments of $27.25 with

 or 

Instant online reading in your Booktopia eTextbook Library *

Why choose an eTextbook?

Instant Access *

Purchase and read your book immediately

Read Aloud

Listen and follow along as Bookshelf reads to you

Study Tools

Built-in study tools like highlights and more

* eTextbooks are not downloadable to your eReader or an app and can be accessed via web browsers only. You must be connected to the internet and have no technical issues with your device or browser that could prevent the eTextbook from operating.

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.

on
Desktop
Tablet
Mobile

You Can Find This eBook In

Non-FictionMathematicsProbability & StatisticsEconomicsEconometricsEconomic StatisticsMedicineMedicine in GeneralPublic Health & Preventive MedicineEpidemiology & Medical StatisticsIndustry & Industrial StudiesMedia, Entertainment, Information & Communication Industries
Information Technology IndustriesComputing & I.T.Business ApplicationsMathematical & Statistical SoftwareBusiness & ManagementBusiness Mathematics & SystemsDatabases

More in Probability & Statistics

Bayesian Entrepreneurship - Ajay Agrawal

eBOOK

Bayesian Entrepreneurship

eBook

RRP $203.33

$162.99

20%
OFF

This product is categorised by