rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Elements of Copula Modeling with R
  name:
    name part: Hofert, Marius.
    role:
      role term: creator
    role:
      role term: author.
    role:
      role term: aut
    role:
      role term: http://id.loc.gov/vocabulary/relators/aut
  name:
    name part: Kojadinovic, Ivan.
    role:
      role term: author.
    role:
      role term: aut
    role:
      role term: http://id.loc.gov/vocabulary/relators/aut
  name:
    name part: Mächler, Martin.
    role:
      role term: author.
    role:
      role term: aut
    role:
      role term: http://id.loc.gov/vocabulary/relators/aut
  name:
    name part: Yan, Jun.
    role:
      role term: author.
    role:
      role term: aut
    role:
      role term: http://id.loc.gov/vocabulary/relators/aut
  name:
    name part: SpringerLink (Online service)
  type of resource: text
  origin info:
    place:
      place term: gw
    date issued: 2018
    edition: 1st ed. 2018.
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: electronic
    form: electronic resource
    reformatting quality: access
    form: remote
    extent: X, 267 p. 597 illus., 21 illus. in color. online resource.
  abstract: 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.
  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.
  note: by Marius Hofert, Ivan Kojadinovic, Martin Mächler, Jun Yan.
  subject:
    topic: Statistics
  subject:
    topic: Economics, Mathematical
  subject:
    topic: Applied mathematics
  subject:
    topic: Engineering mathematics
  subject:
    topic: Computer software
  subject:
    topic: Statistics for Business, Management, Economics, Finance, Insurance
  subject:
    topic: Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences
  subject:
    topic: Statistics and Computing/Statistics Programs
  subject:
    topic: Quantitative Finance
  subject:
    topic: Mathematical and Computational Engineering
  subject:
    topic: Mathematical Software
  classification: QA276-280
  classification: 330.015195
  related item:
    title info:
      title: Springer eBooks
  related item:
    title info:
      title: Use R!
  identifier: 9783319896359
  identifier: https://doi.org/10.1007/978-3-319-89635-9
  record info:
    record creation date: 190109
    record change date: 20191021161901.0
    record identifier: 978-3-319-89635-9