Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications write by Matthias Scherer. This book was released on 2012-06-26. Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications available in PDF, EPUB and Kindle. This book provides the reader with a background on simulating copulas and multivariate distributions in general. It unifies the scattered literature on the simulation of various families of copulas (elliptical, Archimedean, Marshall-Olkin type, etc.) as well as on different construction principles (factor models, pair-copula construction, etc.). The book is self-contained and unified in presentation and can be used as a textbook for advanced undergraduate or graduate students with a firm background in stochastics. Alongside the theoretical foundation, ready-to-implement algorithms and many examples make this book a valuable tool for anyone who is applying the methodology.
Simulating Copulas
Simulating Copulas - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Simulating Copulas write by Jan-Frederik Mai. This book was released on 2012. Simulating Copulas available in PDF, EPUB and Kindle. This book provides the reader with a background on simulating copulas and multivariate distributions in general. It unifies the scattered literature on the simulation of various families of copulas (elliptical, Archimedean, Marshall-Olkin type, etc.) as well as on different construction principles (factor models, pair-copula construction, etc.). The book is self-contained and unified in presentation and can be used as a textbook for advanced undergraduate or graduate students with a firm background in stochastics. Alongside the theoretical foundation, ready-to-implement algorithms and many examples make this book a valuable tool for anyone who is applying the methodology.Errata(s)Errata (128 KB)
Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications (Second Edition)
Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications (Second Edition) - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications (Second Edition) write by Jan-frederik Mai. This book was released on 2017-06-07. Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications (Second Edition) available in PDF, EPUB and Kindle. 'The book remains a valuable tool both for statisticians who are already familiar with the theory of copulas and just need to develop sampling algorithms, and for practitioners who want to learn copulas and implement the simulation techniques needed to exploit the potential of copulas in applications.'Mathematical ReviewsThe book provides the background on simulating copulas and multivariate distributions in general. It unifies the scattered literature on the simulation of various families of copulas (elliptical, Archimedean, Marshall-Olkin type, etc.) as well as on different construction principles (factor models, pair-copula construction, etc.). The book is self-contained and unified in presentation and can be used as a textbook for graduate and advanced undergraduate students with a firm background in stochastics. Besides the theoretical foundation, ready-to-implement algorithms and many examples make the book a valuable tool for anyone who is applying the methodology.
Elements of Copula Modeling with R
Elements of Copula Modeling with R - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Elements of Copula Modeling with R write by Marius Hofert. This book was released on 2019-01-09. Elements of Copula Modeling with R available in PDF, EPUB and Kindle. 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.
Dependence Modeling with Copulas
Dependence Modeling with Copulas - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Dependence Modeling with Copulas write by Harry Joe. This book was released on 2014-06-26. Dependence Modeling with Copulas available in PDF, EPUB and Kindle. Dependence Modeling with Copulas covers the substantial advances that have taken place in the field during the last 15 years, including vine copula modeling of high-dimensional data. Vine copula models are constructed from a sequence of bivariate copulas. The book develops generalizations of vine copula models, including common and structured facto
