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Analyzing dependent data with vine copulas: a practical guide with R
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...
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| Lenguaje: | eng |
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Springer
2019
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| Acceso en línea: | https://dx.doi.org/10.1007/978-3-030-13785-4 http://cds.cern.ch/record/2678331 |