Buch

---

Übersicht

---

Verlag	:	Springer International Publishing
Buchreihe	:	Lecture Notes in Statistics (Bd. 222)
Sprache	:	Englisch
Erschienen	:	15. 05. 2019
Seiten	:	242
Einband	:	Kartoniert
Höhe	:	235 mm
Breite	:	155 mm
Gewicht	:	421 g
ISBN	:	9783030137847
Sprache	:	Englisch

---

Autorinformation

---

Claudia Czado is an Associate Professor of Applied Mathematical Statistics at the Technical University of Munich, Germany. Her research interests are in the dependence modeling of complex data structures, copula based quantile regression, generalized linear models and computational Bayesian methods, and the applications of these methods. She holds a Ph.D. in Operations Research and Industrial Engineering from Cornell University, USA.

Inhaltsverzeichnis

---

Preface.- Multivariate Distributions and Copulas.- Dependence Measures.- Bivariate Copula Classes, Their Visualization and Estimation.- Pair Copula Decompositions and Constructions.- Regular Vines.- Simulating Regular Vine Copulas and Distributions.- Parameter Estimation in Regular Vine Copulas.- Selection of Regular Vine Copula Models.- Comparing Regular Vine Copula Models.- Case Study: Dependence Among German DAX Stocks.- Recent Developments in Vine Copula Based Modeling.- Indices.

Deine Buchhandlung

---