عنوان

Elements of copula modeling with R /

(Number (ISBN

3319896350

(Number (ISBN

3319896369

(Number (ISBN

9783319896359

(Number (ISBN

9783319896366

Erroneous ISBN

3319896342

Erroneous ISBN

9783319896342

Title Proper

Elements of copula modeling with R /

General Material Designation

[Book]

First Statement of Responsibility

Marius Hofert, Ivan Kojadinovic, Martin Mächler, Jun Yan.

Place of Publication, Distribution, etc.

Cham :

Name of Publisher, Distributor, etc.

Springer,

Date of Publication, Distribution, etc.

[2018]

Specific Material Designation and Extent of Item

1 online resource (x, 267 pages) :

Other Physical Details

illustrations (some color)

Series Title

Use R!

Text of Note

Introduction -- Copulas -- Classes and families -- Estimation -- Graphical diagnostics, tests, and model selection -- Ties, time series, and regression.

0

Text of Note

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.

Source for Acquisition/Subscription Address

Springer Nature

Stock Number

com.springer.onix.9783319896359

International Standard Book Number

9783319896342

Copulas (Mathematical statistics)

R (Computer program language)

Copulas (Mathematical statistics)

R (Computer program language)

BUS061000

K

PBT

PBT

Number

Edition

Class number

Book number

Hofert, Marius

Kojadinovic, Ivan

Mächler, Martin

Yan, Jun

Date of Transaction

20200823114618.0

Cataloguing Rules (Descriptive Conventions))

pn

Electronic name

[Book]

Y