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Elements of Copula Modeling with R
~
Yan, Jun.
Elements of Copula Modeling with R
Record Type:
Language materials, printed : Monograph/item
Title/Author:
Elements of Copula Modeling with R/ by Marius Hofert, Ivan Kojadinovic, Martin Mächler, Jun Yan.
Author:
Hofert, Marius.
other author:
Kojadinovic, Ivan.
Description:
X, 267 p. 597 illus., 21 illus. in color.online resource. :
Contained By:
Springer Nature eBook
Subject:
Statistics . -
Online resource:
https://doi.org/10.1007/978-3-319-89635-9
ISBN:
9783319896359
Elements of Copula Modeling with R
Hofert, Marius.
Elements of Copula Modeling with R
[electronic resource] /by Marius Hofert, Ivan Kojadinovic, Martin Mächler, Jun Yan. - 1st ed. 2018. - X, 267 p. 597 illus., 21 illus. in color.online resource. - 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:
1253516
Statistics .
LC Class. No.: QA276-280
Dewey Class. No.: 330.015195
Elements of Copula Modeling with R
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