標(biāo)題: Titlebook: Analyzing Dependent Data with Vine Copulas; A Practical Guide Wi Claudia Czado Textbook 2019 Springer Nature Switzerland AG 2019 vine copul [打印本頁] 作者: ED431 時(shí)間: 2025-3-21 19:52
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書目名稱Analyzing Dependent Data with Vine Copulas讀者反饋
書目名稱Analyzing Dependent Data with Vine Copulas讀者反饋學(xué)科排名
作者: glisten 時(shí)間: 2025-3-21 20:25 作者: Default 時(shí)間: 2025-3-22 01:18 作者: 吸引人的花招 時(shí)間: 2025-3-22 04:52 作者: characteristic 時(shí)間: 2025-3-22 11:12 作者: 仇恨 時(shí)間: 2025-3-22 15:18 作者: debacle 時(shí)間: 2025-3-22 19:53 作者: miracle 時(shí)間: 2025-3-23 00:25 作者: foppish 時(shí)間: 2025-3-23 02:24 作者: MOT 時(shí)間: 2025-3-23 08:58
Textbook 2019endence models from scratch. In closing, the book provides insights into recent developments and open research questions in vine copula based modeling..The book is intended for students as well as statisticians, data analysts and any other quantitatively oriented researchers who are new to the field作者: 同步左右 時(shí)間: 2025-3-23 11:17 作者: 嘲笑 時(shí)間: 2025-3-23 16:29 作者: 退出可食用 時(shí)間: 2025-3-23 19:22 作者: 極肥胖 時(shí)間: 2025-3-24 02:01
https://doi.org/10.1007/978-3-642-38262-8.. With the second approach, we obtain the class of .. The well-known examples of this class are the Clayton, Gumbel, Frank, and Joe copula families. The third approach arises from extensions of univariate extreme-value theory to higher dimensions.作者: 圍裙 時(shí)間: 2025-3-24 04:48
Individual-Level Responses to Differenceconstruction principle allowing for different conditioning orders. As we already noted the construction is not unique, therefore it will be important to allow for different constructions and to organize them.作者: SNEER 時(shí)間: 2025-3-24 10:32 作者: preeclampsia 時(shí)間: 2025-3-24 12:48 作者: 螢火蟲 時(shí)間: 2025-3-24 18:49
Multivariate Distributions and Copulas,herefore corresponding (conditional) densities or probability mass functions exist. In both cases, we use the letter . for densities or probability mass functions and the letter . for the corresponding distribution function.作者: 整體 時(shí)間: 2025-3-24 20:35 作者: 健忘癥 時(shí)間: 2025-3-25 02:26
Regular Vines,construction principle allowing for different conditioning orders. As we already noted the construction is not unique, therefore it will be important to allow for different constructions and to organize them.作者: 用不完 時(shí)間: 2025-3-25 04:41 作者: 永久 時(shí)間: 2025-3-25 09:42 作者: 虛構(gòu)的東西 時(shí)間: 2025-3-25 12:50 作者: 粗魯性質(zhì) 時(shí)間: 2025-3-25 17:36
Us and Them: The Construction of Categoriestistics, 30(4):1031–1068, 2002) Bedford and Cooke (2002) independently developed constructions expressed in terms of densities. Additionally they provided a general framework to identify all possible constructions.作者: parallelism 時(shí)間: 2025-3-25 20:43 作者: 擔(dān)心 時(shí)間: 2025-3-26 03:19
Dependence Measures,t correlation. For joint extreme events, the notion of tail dependence coefficients will be introduced. Finally, the concepts of partial and conditional correlations will be discussed, which will play an important role in the class of multivariate vine copulas.作者: magnate 時(shí)間: 2025-3-26 07:14 作者: dilute 時(shí)間: 2025-3-26 10:11
Analyzing Dependent Data with Vine Copulas978-3-030-13785-4Series ISSN 0930-0325 Series E-ISSN 2197-7186 作者: 喃喃訴苦 時(shí)間: 2025-3-26 14:46
https://doi.org/10.1007/978-3-031-11381-9ponding parameters. In this chapter, we discuss different frequentist selection and estimation approaches. The three-layered definition of a regular vine copula leads to three fundamental estimation and selection tasks:作者: INTER 時(shí)間: 2025-3-26 20:24
Individual-Level Responses to Differencee developments in the area of estimation, model selection, and adaptions to special data structures. Next, we summarize current applications to problems from finance, life and earth sciences. The chapter closes with a section on available software to conduct vine copula based modeling.作者: 叫喊 時(shí)間: 2025-3-26 23:34
Claudia CzadoOffers a step-by-step introduction to vine copula based dependence modeling, including model selection and estimation methods for vine copulas.Features easy-to-follow derivations and illustrations to 作者: 女上癮 時(shí)間: 2025-3-27 04:31 作者: Gratuitous 時(shí)間: 2025-3-27 05:30 作者: SEED 時(shí)間: 2025-3-27 12:30 作者: LEERY 時(shí)間: 2025-3-27 16:41
Simulating Regular Vine Copulas and Distributions,For simulation from a .-dimensional distribution function . with conditional distribution functions . and their inverses . for . we can use iterative inverse probability transformations.作者: 2否定 時(shí)間: 2025-3-27 19:38 作者: 離開可分裂 時(shí)間: 2025-3-27 23:16 作者: 甜得發(fā)膩 時(shí)間: 2025-3-28 04:21 作者: RODE 時(shí)間: 2025-3-28 09:52
https://doi.org/10.1007/978-3-030-13785-4vine copulas; dependence modelling; copulas; tail dependence; multivariate statistics; model selection; R 作者: MIRTH 時(shí)間: 2025-3-28 12:48
978-3-030-13784-7Springer Nature Switzerland AG 2019作者: Canopy 時(shí)間: 2025-3-28 17:44 作者: 欺騙手段 時(shí)間: 2025-3-28 21:45 作者: DEAWL 時(shí)間: 2025-3-28 23:17
https://doi.org/10.1007/978-3-642-38262-8in of known multivariate distributions and one to use generator functions. The first approach applied to elliptical distributions yields the class of .. With the second approach, we obtain the class of .. The well-known examples of this class are the Clayton, Gumbel, Frank, and Joe copula families. 作者: 感激小女 時(shí)間: 2025-3-29 04:05
Us and Them: The Construction of Categories conditioning. (Rüschendorf, Schweizer and Taylor (Ed.), Distributions with Fixed Marginals and Related Topics, 1996) Joe (1996) gave the first . of a multivariate copula in terms of distribution functions, while (Proceedings of ESREL2001. Turin, Italy, 2001) Bedford and Cooke (2001), (Annals of Sta作者: 擔(dān)心 時(shí)間: 2025-3-29 11:15
