[Claudia Czado] µ Analyzing Dependent Data with Vine Copulas: A Practical Guide With R (Lecture Notes in Statistics) [tv PDF] Read Online ✓ globalintertrade.co.uk

[Claudia Czado] µ Analyzing Dependent Data with Vine Copulas: A Practical Guide With R (Lecture Notes in Statistics) [tv PDF] Read Online ✓

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 HealthThe 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 ModelingThe 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