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Author: Harry Joe
Publisher: CRC Press
ISBN: 9780412073311
Category : Mathematics
Languages : en
Pages : 422
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Book Description
This book on multivariate models, statistical inference, and data analysis contains deep coverage of multivariate non-normal distributions for modeling of binary, count, ordinal, and extreme value response data. It is virtually self-contained, and includes many exercises and unsolved problems.
Author: Harry Joe
Publisher: CRC Press
ISBN: 9780412073311
Category : Mathematics
Languages : en
Pages : 422
Get Book Here
Book Description
This book on multivariate models, statistical inference, and data analysis contains deep coverage of multivariate non-normal distributions for modeling of binary, count, ordinal, and extreme value response data. It is virtually self-contained, and includes many exercises and unsolved problems.
Author:
Publisher:
ISBN:
Category : Dissertations, Academic
Languages : en
Pages : 598
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Book Description
Author: Manuel Úbeda Flores
Publisher: Springer
ISBN: 3319642219
Category : Mathematics
Languages : en
Pages : 268
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Book Description
This book presents contributions and review articles on the theory of copulas and their applications. The authoritative and refereed contributions review the latest findings in the area with emphasis on “classical” topics like distributions with fixed marginals, measures of association, construction of copulas with given additional information, etc. The book celebrates the 75th birthday of Professor Roger B. Nelsen and his outstanding contribution to the development of copula theory. Most of the book’s contributions were presented at the conference “Copulas and Their Applications” held in his honor in Almería, Spain, July 3-5, 2017. The chapter 'When Gumbel met Galambos' is published open access under a CC BY 4.0 license.
Author:
Publisher:
ISBN:
Category : Dissertation abstracts
Languages : en
Pages : 696
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Book Description
Author: Institute of Mathematical Statistics
Publisher:
ISBN:
Category : Mathematical statistics
Languages : en
Pages : 994
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Book Description
Author:
Publisher:
ISBN:
Category : Government publications
Languages : en
Pages : 216
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Book Description
Author: Library of Congress. Exchange and Gift Division
Publisher:
ISBN:
Category : State government publications
Languages : en
Pages : 800
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Book Description
June and Dec. issues contain listings of periodicals.
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Publisher:
ISBN:
Category : Dissertations, Academic
Languages : en
Pages : 800
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Author: Harry Joe
Publisher: World Scientific
ISBN: 981429988X
Category : Business & Economics
Languages : en
Pages : 370
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Book Description
1. Introduction : Dependence modeling / D. Kurowicka -- 2. Multivariate copulae / M. Fischer -- 3. Vines arise / R.M. Cooke, H. Joe and K. Aas -- 4. Sampling count variables with specified Pearson correlation : A comparison between a naive and a C-vine sampling approach / V. Erhardt and C. Czado -- 5. Micro correlations and tail dependence / R.M. Cooke, C. Kousky and H. Joe -- 6. The Copula information criterion and Its implications for the maximum pseudo-likelihood estimator / S. Gronneberg -- 7. Dependence comparisons of vine copulae with four or more variables / H. Joe -- 8. Tail dependence in vine copulae / H. Joe -- 9. Counting vines / O. Morales-Napoles -- 10. Regular vines : Generation algorithm and number of equivalence classes / H. Joe, R.M. Cooke and D. Kurowicka -- 11. Optimal truncation of vines / D. Kurowicka -- 12. Bayesian inference for D-vines : Estimation and model selection / C. Czado and A. Min -- 13. Analysis of Australian electricity loads using joint Bayesian inference of D-vines with autoregressive margins / C. Czado, F. Gartner and A. Min -- 14. Non-parametric Bayesian belief nets versus vines / A. Hanea -- 15. Modeling dependence between financial returns using pair-copula constructions / K. Aas and D. Berg -- 16. Dynamic D-vine model / A. Heinen and A. Valdesogo -- 17. Summary and future directions / D. Kurowicka
Author: Rudiger Frey
Publisher:
ISBN:
Category :
Languages : en
Pages :
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