Elements of Copula Modeling with R
This book introduces the main theoretical findings related to copulas and shows how statistical modeling of multivariate continuous distributions using copulas can be carried out in the R statistical environment with the package copula (among others). Copulas are multivariate distribution functions...
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cham :
Springer International Publishing,
2018.
|
| Edition: | 1st ed. 2018. |
| Series: | Use R!,
|
| Subjects: | |
| ISBN: | 9783319896359 |
| ISSN: | 2197-5736 |
| Online Access: |
|
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
MARC
| LEADER | 00000nam a22000005i 4500 | ||
|---|---|---|---|
| 003 | SK-BrCVT | ||
| 005 | 20220618120050.0 | ||
| 007 | cr nn 008mamaa | ||
| 008 | 190109s2018 gw | s |||| 0|eng d | ||
| 020 | |a 9783319896359 | ||
| 024 | 7 | |a 10.1007/978-3-319-89635-9 |2 doi | |
| 035 | |a CVTIDW08799 | ||
| 040 | |a Springer-Nature |b eng |c CVTISR |e AACR2 | ||
| 041 | |a eng | ||
| 100 | 1 | |a Hofert, Marius. |4 aut | |
| 245 | 1 | 0 | |a Elements of Copula Modeling with R |h [electronic resource] / |c by Marius Hofert, Ivan Kojadinovic, Martin Mächler, Jun Yan. |
| 250 | |a 1st ed. 2018. | ||
| 260 | 1 | |a Cham : |b Springer International Publishing, |c 2018. | |
| 300 | |a X, 267 p. 597 illus., 21 illus. in color. |b online resource. | ||
| 490 | 1 | |a Use R!, |x 2197-5736 | |
| 500 | |a Mathematics and Statistics | ||
| 505 | 0 | |a Preface -- Introduction -- Copulas -- Classes and Families -- Estimation -- Graphical Diagnostics, Tests and Model Selection -- Ties, Time Series and Regression -- R and Package Versions -- References -- Index. | |
| 516 | |a text file PDF | ||
| 520 | |a This book introduces the main theoretical findings related to copulas and shows how statistical modeling of multivariate continuous distributions using copulas can be carried out in the R statistical environment with the package copula (among others). Copulas are multivariate distribution functions with standard uniform univariate margins. They are increasingly applied to modeling dependence among random variables in fields such as risk management, actuarial science, insurance, finance, engineering, hydrology, climatology, and meteorology, to name a few. In the spirit of the Use R! series, each chapter combines key theoretical definitions or results with illustrations in R. Aimed at statisticians, actuaries, risk managers, engineers and environmental scientists wanting to learn about the theory and practice of copula modeling using R without an overwhelming amount of mathematics, the book can also be used for teaching a course on copula modeling. | ||
| 650 | 0 | |a Statistics . | |
| 650 | 0 | |a Economics, Mathematical . | |
| 650 | 0 | |a Applied mathematics. | |
| 650 | 0 | |a Engineering mathematics. | |
| 650 | 0 | |a Computer software. | |
| 856 | 4 | 0 | |u http://hanproxy.cvtisr.sk/han/cvti-ebook-springer-eisbn-978-3-319-89635-9 |y Vzdialený prístup pre registrovaných používateľov |
| 910 | |b ZE06079 | ||
| 919 | |a 978-3-319-89635-9 | ||
| 974 | |a andrea.lebedova |f Elektronické zdroje | ||
| 992 | |a SUD | ||
| 999 | |c 274370 |d 274370 | ||