Dependence Modeling: Vine Copula Handbook
eBook - PDF

Dependence Modeling: Vine Copula Handbook

Vine Copula Handbook

  1. 368 pages
  2. English
  3. PDF
  4. Available on iOS & Android
eBook - PDF

Dependence Modeling: Vine Copula Handbook

Vine Copula Handbook

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Yes, you can access Dependence Modeling: Vine Copula Handbook by Dorota Kurowicka, Harry Joe in PDF and/or ePUB format, as well as other popular books in Biological Sciences & Science General. We have over one million books available in our catalogue for you to explore.

Table of contents

  1. Contents
  2. Preface
  3. 1. Introduction: Dependence Modeling D. Kurowicka
  4. 2. Multivariate Copulae M. Fischer
  5. 3. Vines Arise R. M. Cooke, H. Joe and K. Aas
  6. 4. Sampling Count Variables with Specified Pearson Correlation: A Comparison between a Naive and a C-Vine Sampling Approach V. Erhardt and C. Czado
  7. 5. Micro Correlations and Tail Dependence R. M. Cooke, C. Kousky and H. Joe
  8. 6. The Copula Information Criterion and Its Implications for the Maximum Pseudo-Likelihood Estimator S. GrĆønneberg
  9. 7. Dependence Comparisons of Vine Copulae with Four or More Variables H. Joe
  10. 8. Tail Dependence in Vine Copulae H. Joe
  11. 9. Counting Vines O. Morales-Napoles
  12. 10. Regular Vines: Generation Algorithm and Number of Equivalence Classes H. Joe, R. M. Cooke and D. Kurowicka
  13. 11. Optimal Truncation of Vines D. Kurowicka
  14. 12. Bayesian Inference for D-Vines: Estimation and Model Selection C. Czado and A. Min
  15. 13. Analysis of Australian Electricity Loads Using Joint Bayesian Inference of D-Vines with Autoregressive Margins C. Czado, F. GĀØartner and A. Min
  16. 14. Non-Parametric Bayesian Belief Nets versus Vines A. Hanea
  17. 15. Modeling Dependence between Financial Returns Using Pair-Copula Constructions K. Aas and D. Berg
  18. 16. Dynamic D-Vine Model A. Heinen and A. Valdesogo
  19. 17. Summary and Future Directions D. Kurowicka
  20. Index