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Titlebook: Hierarchical Archimedean Copulas; Jan Górecki,Ostap Okhrin Book 2024 The Editor(s) (if applicable) and The Author(s), under exclusive lice

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發(fā)表于 2025-3-21 16:11:37 | 只看該作者 |倒序瀏覽 |閱讀模式
書目名稱Hierarchical Archimedean Copulas
編輯Jan Górecki,Ostap Okhrin
視頻videohttp://file.papertrans.cn/427/426124/426124.mp4
概述Broadens understanding of copulas, with a focus on Hierarchical Archimedean Copulas, and their applications.Provides the knowledge and tools for modeling complex dependence structures.Features exercis
叢書名稱SpringerBriefs in Applied Statistics and Econometrics
圖書封面Titlebook: Hierarchical Archimedean Copulas;  Jan Górecki,Ostap Okhrin Book 2024 The Editor(s) (if applicable) and The Author(s), under exclusive lice
描述This book offers a thorough understanding of Hierarchical Archimedean Copulas (HACs) and their practical applications. It covers the basics of copulas, explores the Archimedean family, and delves into the specifics of HACs, including their fundamental properties. The text also addresses sampling algorithms, HAC parameter estimation, and structure, and highlights temporal models with applications in finance and economics. The final chapter introduces R, MATLAB, and Octave toolboxes for copula modeling, enabling students, researchers, data scientists, and practitioners to model complex dependence structures and make well-informed decisions across various domains.
出版日期Book 2024
關(guān)鍵詞Hierarchical Archimedean Copulas; Copulas; Archimedean Copulas; Dependence Modeling; Temporal Models; Cop
版次1
doihttps://doi.org/10.1007/978-3-031-56337-9
isbn_softcover978-3-031-56336-2
isbn_ebook978-3-031-56337-9Series ISSN 2524-4116 Series E-ISSN 2524-4124
issn_series 2524-4116
copyrightThe Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerl
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發(fā)表于 2025-3-21 22:58:35 | 只看該作者
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Jan Górecki,Ostap OkhrinBroadens understanding of copulas, with a focus on Hierarchical Archimedean Copulas, and their applications.Provides the knowledge and tools for modeling complex dependence structures.Features exercis
5#
發(fā)表于 2025-3-22 10:28:48 | 只看該作者
SpringerBriefs in Applied Statistics and Econometricshttp://image.papertrans.cn/h/image/426124.jpg
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發(fā)表于 2025-3-22 15:30:54 | 只看該作者
Software,ecki et al., .) could be an ideal choice. This toolbox is described in Sect. .. While we do not intend to cover all the possible capabilities of these toolboxes, we will present the key concepts, enabling readers to take their first steps in HAC modeling with their preferred software and interpret the results effectively.
7#
發(fā)表于 2025-3-22 18:23:24 | 只看該作者
Book 2024, explores the Archimedean family, and delves into the specifics of HACs, including their fundamental properties. The text also addresses sampling algorithms, HAC parameter estimation, and structure, and highlights temporal models with applications in finance and economics. The final chapter introdu
8#
發(fā)表于 2025-3-23 00:35:38 | 只看該作者
Book 2024ces R, MATLAB, and Octave toolboxes for copula modeling, enabling students, researchers, data scientists, and practitioners to model complex dependence structures and make well-informed decisions across various domains.
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