Elements of Copula Modeling with R
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...
| Main Authors: | , , , |
|---|---|
| Format: | eBook |
| Language: | English |
| Published: |
Cham
Springer International Publishing
2018, 2018
|
| Edition: | 1st ed. 2018 |
| Series: | Use R!
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| Subjects: | |
| Online Access: | |
| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
Table of Contents:
- Preface
- Introduction
- Copulas
- Classes and Families
- Estimation
- Graphical Diagnostics, Tests and Model Selection
- Ties, Time Series and Regression
- R and Package Versions
- References
- Index