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Elements of Copula Modeling with R / by Marius Hofert, Ivan Kojadinovic, Martin Mächler, Jun Yan

By: Contributor(s): Resource type: Ressourcentyp: Buch (Online)Book (Online)Language: English Series: Use R! | Springer eBook Collection | SpringerLink BücherPublisher: Cham : Springer International Publishing, 2018Description: Online-Ressource (X, 267 p. 597 illus., 21 illus. in color, online resource)ISBN:
  • 9783319896359
Subject(s): Additional physical formats: 9783319896342 | 9783319896366 | Erscheint auch als: 978-3-319-89634-2 Druck-Ausgabe | Printed edition: 9783319896342 | Printed edition: 9783319896366 DDC classification:
  • 330.015195
MSC: MSC: *62-01 | 62-04 | 62H05 | 62F10 | 62G05LOC classification:
  • QA276-280
DOI: DOI: 10.1007/978-3-319-89635-9Online resources: Summary: This book introduces the main theoretical findings related to copulas and shows how statistical modeling of multivariate continuous distributions using copulas can be carried out in the R statistical environment with the package copula (among others). Copulas are multivariate distribution functions with standard uniform univariate margins. They are increasingly applied to modeling dependence among random variables in fields such as risk management, actuarial science, insurance, finance, engineering, hydrology, climatology, and meteorology, to name a few. In the spirit of the Use R! series, each chapter combines key theoretical definitions or results with illustrations in R. Aimed at statisticians, actuaries, risk managers, engineers and environmental scientists wanting to learn about the theory and practice of copula modeling using R without an overwhelming amount of mathematics, the book can also be used for teaching a course on copula modelingSummary: Preface -- Introduction -- Copulas -- Classes and Families -- Estimation -- Graphical Diagnostics, Tests and Model Selection -- Ties, Time Series and Regression -- R and Package Versions -- References -- IndexPPN: PPN: 1048368289Package identifier: Produktsigel: ZDB-2-SEB | ZDB-2-SMA | ZDB-2-SXMS
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Reproduktion. (Springer eBook Collection. Mathematics and Statistics)

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