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Dependence Modeling with Copulas, PDF eBook

Dependence Modeling with Copulas PDF

Part of the Chapman & Hall/CRC Monographs on Statistics and Applied Probability series

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Dependence Modeling with Copulas covers the substantial advances that have taken place in the field during the last 15 years, including vine copula modeling of high-dimensional data.

Vine copula models are constructed from a sequence of bivariate copulas.

The book develops generalizations of vine copula models, including common and structured facto

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