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Elements of Copula modeling with R

Hofert, Marius.

Elements of Copula modeling with R

Record Type:	Electronic resources : Monograph/item
Title/Author:	Elements of Copula modeling with Rby Marius Hofert ... [et al.].
other author:	Hofert, Marius.
Published:	Cham :Springer International Publishing :2018.
Description:	x, 267 p. :ill. (some col.), digital ;24 cm.
Contained By:	Springer eBooks
Subject:	Copulas (Mathematical statistics)
Online resource:	https://doi.org/10.1007/978-3-319-89635-9
ISBN:	9783319896359$q(electronic bk.)

Elements of Copula modeling with R
Elements of Copula modeling with R[electronic resource] /by Marius Hofert ... [et al.]. - Cham :Springer International Publishing :2018. - x, 267 p. :ill. (some col.), digital ;24 cm. - Use R!,2197-5736. - Use R!..

Preface -- Introduction -- Copulas -- Classes and Families -- Estimation -- Graphical Diagnostics, Tests and Model Selection -- Ties, Time Series and Regression -- R and Package Versions -- References -- Index.

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.

ISBN: 9783319896359$q(electronic bk.)

Standard No.: 10.1007/978-3-319-89635-9doiSubjects--Topical Terms:

247625
Copulas (Mathematical statistics)

LC Class. No.: QA273.6

Dewey Class. No.: 519.535

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245 1 0 $a Elements of Copula modeling with R $h [electronic resource] / $c by Marius Hofert ... [et al.].
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505 0 $a Preface -- Introduction -- Copulas -- Classes and Families -- Estimation -- Graphical Diagnostics, Tests and Model Selection -- Ties, Time Series and Regression -- R and Package Versions -- References -- Index.
520 $a 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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