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Analyzing Dependent Data with Vine Copulas : A Practical Guide With R / Claudia Czado
| Analyzing Dependent Data with Vine Copulas : A Practical Guide With R / Claudia Czado |
| Autore | Czado, Claudia |
| Pubbl/distr/stampa | Cham, : Springer, 2019 |
| Descrizione fisica | xxix, 242 p. : ill. ; 24 cm |
| Soggetto topico |
62-XX - Statistics [MSC 2020]
62Hxx - Multivariate analysis [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] |
| Soggetto non controllato |
Bivariate copula
Case study Copulas Dependence measures Dependence modeling Dependent data Model selection Multivariate statistics Pair copula Pair copula decomposition Parameter estimation in copulas R package VineCopula Regular vine copula Simulating regular vine copulas Statistical inference for vine copulas Tail Dependence Vine copula based modeling Vine copulas |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0126725 |
Czado, Claudia
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| Cham, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Marshall-Olkin distributions - Advances in theory and applications : Bologna, Italy, october 2013 / Umberto Cherubini, Fabrizio Durante, Sabrina Mulinacci editors
| Marshall-Olkin distributions - Advances in theory and applications : Bologna, Italy, october 2013 / Umberto Cherubini, Fabrizio Durante, Sabrina Mulinacci editors |
| Pubbl/distr/stampa | [Cham], : Springer, 2015 |
| Descrizione fisica | XV, 113 p. : ill. ; 24 cm |
| Soggetto topico |
91B05 - Risk models (general) [MSC 2020]
60E15 - Inequalities; stochastic orderings [MSC 2020] 60E05 - Probability distributions: general theory [MSC 2020] 91B70 - Stochastic models in economics [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 62H10 - Multivariate distribution of statistics [MSC 2020] |
| Soggetto non controllato |
Copulas
Credit risk Marshall-Olkin Distribution Quantitative Risk Management Tail Dependence |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0113618 |
| [Cham], : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Pioneering Works on Extreme Value Theory : In Honor of Masaaki Sibuya / Nobuaki Hoshino, Shuhei Mano, Takaaki Shimura editors
| Pioneering Works on Extreme Value Theory : In Honor of Masaaki Sibuya / Nobuaki Hoshino, Shuhei Mano, Takaaki Shimura editors |
| Pubbl/distr/stampa | Singapore, : Springer, 2021 |
| Descrizione fisica | ix, 134 p. : ill. ; 24 cm |
| Soggetto topico |
60F10 - Large deviations [MSC 2020]
62-XX - Statistics [MSC 2020] 00B15 - Collections of articles of miscellaneous specific interest [MSC 2020] 62G32 - Statistics of extreme values; tail inference [MSC 2020] 62P12 - Applications of statistics to environmental and related topics [MSC 2020] 62H10 - Multivariate distribution of statistics [MSC 2020] |
| Soggetto non controllato |
Hydrology
Long Tail Rare Event Risk analysis Tail Dependence |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0275492 |
| Singapore, : Springer, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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