語系:
繁體中文
English
說明(常見問題)
登入
回首頁
切換:
標籤
|
MARC模式
|
ISBD
Analyzing Dependent Data with Vine C...
~
Czado, Claudia.
Analyzing Dependent Data with Vine Copulas = A Practical Guide With R /
紀錄類型:
書目-語言資料,印刷品 : Monograph/item
正題名/作者:
Analyzing Dependent Data with Vine Copulas/ by Claudia Czado.
其他題名:
A Practical Guide With R /
作者:
Czado, Claudia.
面頁冊數:
XXIX, 242 p. 70 illus., 25 illus. in color.online resource. :
Contained By:
Springer Nature eBook
標題:
Statistics . -
電子資源:
https://doi.org/10.1007/978-3-030-13785-4
ISBN:
9783030137854
Analyzing Dependent Data with Vine Copulas = A Practical Guide With R /
Czado, Claudia.
Analyzing Dependent Data with Vine Copulas
A Practical Guide With R /[electronic resource] :by Claudia Czado. - 1st ed. 2019. - XXIX, 242 p. 70 illus., 25 illus. in color.online resource. - Lecture Notes in Statistics,2220930-0325 ;. - Lecture Notes in Statistics,214.
Preface -- Multivariate Distributions and Copulas -- Dependence Measures -- Bivariate Copula Classes, Their Visualization and Estimation -- Pair Copula Decompositions and Constructions -- Regular Vines -- Simulating Regular Vine Copulas and Distributions -- Parameter Estimation in Regular Vine Copulas -- Selection of Regular Vine Copula Models -- Comparing Regular Vine Copula Models -- Case Study: Dependence Among German DAX Stocks -- Recent Developments in Vine Copula Based Modeling -- Indices.
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 dependence and are vital to many applications in finance, insurance, hydrology, marketing, engineering, chemistry, aviation, climatology and health. The book explains the pair-copula construction principles underlying these statistical models and discusses how to perform model selection and inference. It also derives simulation algorithms and presents real-world examples to illustrate the methodological concepts. The book includes numerous exercises that facilitate and deepen readers’ understanding, and demonstrates how the R package VineCopula can be used to explore and build statistical dependence models from scratch. In closing, the book provides insights into recent developments and open research questions in vine copula based modeling. The book is intended for students as well as statisticians, data analysts and any other quantitatively oriented researchers who are new to the field of vine copulas. Accordingly, it provides the necessary background in multivariate statistics and copula theory for exploratory data tools, so that readers only need a basic grasp of statistics and probability.
ISBN: 9783030137854
Standard No.: 10.1007/978-3-030-13785-4doiSubjects--Topical Terms:
1253516
Statistics .
LC Class. No.: QA276-280
Dewey Class. No.: 519.5
Analyzing Dependent Data with Vine Copulas = A Practical Guide With R /
LDR
:03305nam a22003975i 4500
001
1006649
003
DE-He213
005
20200630090225.0
007
cr nn 008mamaa
008
210106s2019 gw | s |||| 0|eng d
020
$a
9783030137854
$9
978-3-030-13785-4
024
7
$a
10.1007/978-3-030-13785-4
$2
doi
035
$a
978-3-030-13785-4
050
4
$a
QA276-280
072
7
$a
PBT
$2
bicssc
072
7
$a
MAT029000
$2
bisacsh
072
7
$a
PBT
$2
thema
082
0 4
$a
519.5
$2
23
100
1
$a
Czado, Claudia.
$4
aut
$4
http://id.loc.gov/vocabulary/relators/aut
$3
1227413
245
1 0
$a
Analyzing Dependent Data with Vine Copulas
$h
[electronic resource] :
$b
A Practical Guide With R /
$c
by Claudia Czado.
250
$a
1st ed. 2019.
264
1
$a
Cham :
$b
Springer International Publishing :
$b
Imprint: Springer,
$c
2019.
300
$a
XXIX, 242 p. 70 illus., 25 illus. in color.
$b
online resource.
336
$a
text
$b
txt
$2
rdacontent
337
$a
computer
$b
c
$2
rdamedia
338
$a
online resource
$b
cr
$2
rdacarrier
347
$a
text file
$b
PDF
$2
rda
490
1
$a
Lecture Notes in Statistics,
$x
0930-0325 ;
$v
222
505
0
$a
Preface -- Multivariate Distributions and Copulas -- Dependence Measures -- Bivariate Copula Classes, Their Visualization and Estimation -- Pair Copula Decompositions and Constructions -- Regular Vines -- Simulating Regular Vine Copulas and Distributions -- Parameter Estimation in Regular Vine Copulas -- Selection of Regular Vine Copula Models -- Comparing Regular Vine Copula Models -- Case Study: Dependence Among German DAX Stocks -- Recent Developments in Vine Copula Based Modeling -- Indices.
520
$a
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 dependence and are vital to many applications in finance, insurance, hydrology, marketing, engineering, chemistry, aviation, climatology and health. The book explains the pair-copula construction principles underlying these statistical models and discusses how to perform model selection and inference. It also derives simulation algorithms and presents real-world examples to illustrate the methodological concepts. The book includes numerous exercises that facilitate and deepen readers’ understanding, and demonstrates how the R package VineCopula can be used to explore and build statistical dependence models from scratch. In closing, the book provides insights into recent developments and open research questions in vine copula based modeling. The book is intended for students as well as statisticians, data analysts and any other quantitatively oriented researchers who are new to the field of vine copulas. Accordingly, it provides the necessary background in multivariate statistics and copula theory for exploratory data tools, so that readers only need a basic grasp of statistics and probability.
650
0
$a
Statistics .
$3
1253516
650
0
$a
Big data.
$3
981821
650
1 4
$a
Statistical Theory and Methods.
$3
671396
650
2 4
$a
Statistics for Business, Management, Economics, Finance, Insurance.
$3
1211158
650
2 4
$a
Statistics for Life Sciences, Medicine, Health Sciences.
$3
670172
650
2 4
$a
Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences.
$3
782247
650
2 4
$a
Big Data/Analytics.
$3
1106909
650
2 4
$a
Statistics and Computing/Statistics Programs.
$3
669775
710
2
$a
SpringerLink (Online service)
$3
593884
773
0
$t
Springer Nature eBook
776
0 8
$i
Printed edition:
$z
9783030137847
776
0 8
$i
Printed edition:
$z
9783030137861
830
0
$a
Lecture Notes in Statistics,
$x
0930-0325 ;
$v
214
$3
1261934
856
4 0
$u
https://doi.org/10.1007/978-3-030-13785-4
912
$a
ZDB-2-SMA
912
$a
ZDB-2-SXMS
950
$a
Mathematics and Statistics (SpringerNature-11649)
950
$a
Mathematics and Statistics (R0) (SpringerNature-43713)
筆 0 讀者評論
多媒體
評論
新增評論
分享你的心得
Export
取書館別
處理中
...
變更密碼[密碼必須為2種組合(英文和數字)及長度為10碼以上]
登入