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Elements of Copula Modeling with R (Paperback, 1st ed. 2018) Loot Price: R3,263
Discovery Miles 32 630
Elements of Copula Modeling with R (Paperback, 1st ed. 2018): Marius Hofert, Ivan Kojadinovic, Martin Machler, Jun Yan

Elements of Copula Modeling with R (Paperback, 1st ed. 2018)

Marius Hofert, Ivan Kojadinovic, Martin Machler, Jun Yan

Series: Use R!

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Loot Price R3,263 Discovery Miles 32 630 | Repayment Terms: R306 pm x 12*

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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 modeling.

General

Imprint: Springer International Publishing AG
Country of origin: Switzerland
Series: Use R!
Release date: 2019
First published: 2018
Authors: Marius Hofert • Ivan Kojadinovic • Martin Machler • Jun Yan
Dimensions: 235 x 155 x 15mm (L x W x T)
Format: Paperback
Pages: 267
Edition: 1st ed. 2018
ISBN-13: 978-3-319-89634-2
Categories: Books > Business & Economics > Finance & accounting > General
Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Science & Mathematics > Mathematics > Applied mathematics > Mathematics for scientists & engineers
Books > Computing & IT > Computer software packages > Other software packages > Mathematical & statistical software
LSN: 3-319-89634-2
Barcode: 9783319896342

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