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Elements of Copula Modeling with R (Paperback, 1st ed. 2018)
Loot Price: R3,179
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Elements of Copula Modeling with R (Paperback, 1st ed. 2018)
Series: Use R!
Expected to ship within 10 - 15 working days
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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.
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