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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...

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Detalles Bibliográficos
Autores principales: Hofert, Marius, Kojadinovic, Ivan, Mächler, Martin, Yan, Jun
Lenguaje:eng
Publicado: Springer 2018
Materias:
Acceso en línea:https://dx.doi.org/10.1007/978-3-319-89635-9
http://cds.cern.ch/record/2657836