Elements of Copula Modeling with R

• Main Authors: Hofert, Marius (Author, http://id.loc.gov/vocabulary/relators/aut), Kojadinovic, Ivan (http://id.loc.gov/vocabulary/relators/aut), Mächler, Martin (http://id.loc.gov/vocabulary/relators/aut), Yan, Jun (http://id.loc.gov/vocabulary/relators/aut)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2018.
• Edition: 1st ed. 2018.
• Series: Use R!,
• Subjects: Statistics .; Economics, Mathematical .; Applied mathematics.; Engineering mathematics.; Computer software.; Statistics for Business, Management, Economics, Finance, Insurance.; Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences.; Statistics and Computing/Statistics Programs.; Quantitative Finance.; Mathematical and Computational Engineering.; Mathematical Software.

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...

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.