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