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Elements of Copula modeling with R

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Elements of Copula modeling with R/ by Marius Hofert ... [et al.].
其他作者:	Hofert, Marius.
出版者:	Cham :Springer International Publishing : : 2018.,
面頁冊數:	x, 267 p. :ill. (some col.), digital ; : 24 cm.;
Contained By:	Springer eBooks
標題:	Copulas (Mathematical statistics) -
電子資源:	https://doi.org/10.1007/978-3-319-89635-9
ISBN:	9783319896359

Elements of Copula modeling with R
Elements of Copula modeling with R[electronic resource] /by Marius Hofert ... [et al.]. - Cham :Springer International Publishing :2018. - x, 267 p. :ill. (some col.), digital ;24 cm. - Use R!,2197-5736. - Use R!..

Preface -- Introduction -- Copulas -- Classes and Families -- Estimation -- Graphical Diagnostics, Tests and Model Selection -- Ties, Time Series and Regression -- R and Package Versions -- References -- Index.

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.

ISBN: 9783319896359

Standard No.: 10.1007/978-3-319-89635-9doiSubjects--Topical Terms:

857499
Copulas (Mathematical statistics)

LC Class. No.: QA273.6

Dewey Class. No.: 519.535

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520 $a 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.
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