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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 factor models that extend from the Gaussian assumption to copulas. It also discusses other multivariate constructions and parametric copula families that have different tail properties and presents extensive material on dependence and tail properties to assist in copula model selection. The author shows how numerical methods and algorithms for inference and simulation are important in high-dimensional copula applications. He presents the algorithms as pseudocode, illustrating their implementation for high-dimensional copula models. He also incorporates results to determine dependence and tail properties of multivariate distributions for future constructions of copula models.
This book is a collaborative effort from three workshops held over the last three years, all involving principal contributors to the vine-copula methodology. Research and applications in vines have been growing rapidly and there is now a growing need to collate basic results, and standardize terminology and methods. Specifically, this handbook will (1) trace historical developments, standardizing notation and terminology, (2) summarize results on bivariate copulae, (3) summarize results for regular vines, and (4) give an overview of its applications. In addition, many of these results are new and not readily available in any existing journals. New research directions are also discussed.
This sequel to 'Toy Story' sees pull-string cowboy Woody (voiced by Tom Hanks) kidnapped by toy collector Al, who plans to sell him to a Japanese toy museum. Assisted by Mr Potato Head, Slinky Dog and Rex the Dinosaur, action figure Buzz Lightyear (Tim Allen) sets off to the rescue, but when they get to Al's store Buzz is mistakenly boxed up and his place taken by a new, flashier Lightyear model - complete with utility belt! Meanwhile, Woody has discovered that he was once the star of a popular children's television show, and is no longer sure he wants to return to Andy's toy cupboard.
This book on multivariate models, statistical inference, and data analysis contains deep coverage of multivariate non-normal distributions for modeling of binary, count, ordinal, and extreme value response data. It is virtually self-contained, and includes many exercises and unsolved problems.
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 factor models that extend from the Gaussian assumption to copulas. It also discusses other multivariate constructions and parametric copula families that have different tail properties and presents extensive material on dependence and tail properties to assist in copula model selection. The author shows how numerical methods and algorithms for inference and simulation are important in high-dimensional copula applications. He presents the algorithms as pseudocode, illustrating their implementation for high-dimensional copula models. He also incorporates results to determine dependence and tail properties of multivariate distributions for future constructions of copula models.
Megan can't sleep! Find out how Megan's dad helps her and her not-so-brave dog, Grace, overcome the fear of the monster in her closet.
Groundbreaking drama of urban alienation from director Martin Scorsese and writer Paul Schrader. Vietnam veteran Travis Bickle (Robert De Niro) works as a New York City taxi driver, and is consumed with disgust by the 'filth' which surrounds him. His explosive, psychotic loathing eventually drives him to make an attempt on the life of a politician, and when it fails he turns his attention to saving a prostitute (Jodie Foster) from the clutches of her pimp.
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