Info
- Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.
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
|
||
| Cham, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
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 Tail Dependence Vine copula based modeling Vine copulas |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00126725 |
|
Czado, Claudia
|
||
| Cham, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
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 | ||
| ||
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 |
60E05 - Probability distributions: general theory [MSC 2020]
60E15 - Inequalities; stochastic orderings [MSC 2020] 62H10 - Multivariate distribution of statistics [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 91B05 - Risk models (general) [MSC 2020] 91B70 - Stochastic models in economics [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 |
| Nota di contenuto | This book presents the latest advances in the theory and practice of Marshall-Olkin distributions. These distributions have been increasingly applied in statistical practice in recent years, as they make it possible to describe interesting features of stochastic models like non-exchangeability, tail dependencies and the presence of a singular component. The book presents cutting-edge contributions in this research area, with a particular emphasis on financial and economic applications. It is recommended for researchers working in applied probability and statistics, as well as for practitioners interested in the use of stochastic models in economics. This volume collects selected contributions from the conference “Marshall-Olkin Distributions: Advances in Theory and Applications,” held in Bologna on October 2-3, 2013. |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00113618 |
| [Cham], : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
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 | ||
| ||
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 |
00B15 - Collections of articles of miscellaneous specific interest [MSC 2020]
60F10 - Large deviations [MSC 2020] 62-XX - Statistics [MSC 2020] 62G32 - Statistics of extreme values; tail inference [MSC 2020] 62H10 - Multivariate distribution of statistics [MSC 2020] 62P12 - Applications of statistics to environmental and related topics [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-VAN00275492 |
| Singapore, : Springer, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||