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Analyzing Dependent Data with Vine Copulas

English, Claudia Czado, 2019
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Product details

The textbook "Analyzing Dependent Data with Vine Copulas" offers a comprehensive introduction to the world of vine copulas, including their statistical inference and practical applications. It is aimed at students, statisticians, data analysts, and other quantitatively oriented researchers who wish to engage in the analysis of dependent data. The book covers the fundamental principles of pair-copula construction and explains methods for model selection and inference. By using flexible copula models, various forms of tail dependence can be accounted for, which is significant in numerous application areas such as finance, insurance, hydrology, and healthcare. The author, Claudia Czado, not only imparts theoretical concepts but also practical skills by presenting simulation techniques and real-world application examples. Numerous exercises enhance understanding and application of the learned material, while the book also provides insights into current developments and open research questions in the field of vine copulas.

Key specifications

Language
English
topic
Mathematics & Natural Sciences
Author
Claudia Czado
Number of pages
242
Book cover
Paperback
Year
2019
Item number
56046944

General information

Publisher
Springer
Category
Reference books
Release date
11.3.2025

Book properties

topic
Mathematics & Natural Sciences
Language
English
Author
Claudia Czado
Year
2019
Number of pages
242
Edition
1
Book cover
Paperback
Year
2019

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Product dimensions

Height
242 mm

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How often is a product of this brand in the «Reference books» category returned?

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