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Hierarchical Archimedean Copulas

Λεπτομέρειες βιβλιογραφικής εγγραφής
Τίτλος: Hierarchical Archimedean Copulas
Περιγραφή: This book offers a thorough understanding of Hierarchical Archimedean Copulas (HACs) and their practical applications. It covers the basics of copulas, explores the Archimedean family, and delves into the specifics of HACs, including their fundamental properties. The text also addresses sampling algorithms, HAC parameter estimation, and structure, and highlights temporal models with applications in finance and economics. The final chapter introduces R, MATLAB, and Octave toolboxes for copula modeling, enabling students, researchers, data scientists, and practitioners to model complex dependence structures and make well-informed decisions across various domains.
Συγγραφείς: Jan Górecki, Ostap Okhrin
Resource Type: eBook.
Θέματα: Statistics--Computer programs, Probabilities, Statistics
Categories: MATHEMATICS / Probability & Statistics / General, BUSINESS & ECONOMICS / Statistics, COMPUTERS / Mathematical & Statistical Software
Βάση Δεδομένων: eBook Index
FullText Text:
  Availability: 0
Header DbId: edsebk
DbLabel: eBook Index
An: 3909041
RelevancyScore: 975
AccessLevel: 6
PubType: eBook
PubTypeId: ebook
PreciseRelevancyScore: 974.776672363281
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  Data: This book offers a thorough understanding of Hierarchical Archimedean Copulas (HACs) and their practical applications. It covers the basics of copulas, explores the Archimedean family, and delves into the specifics of HACs, including their fundamental properties. The text also addresses sampling algorithms, HAC parameter estimation, and structure, and highlights temporal models with applications in finance and economics. The final chapter introduces R, MATLAB, and Octave toolboxes for copula modeling, enabling students, researchers, data scientists, and practitioners to model complex dependence structures and make well-informed decisions across various domains.
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PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=3909041
RecordInfo BibRecord:
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      – Code: 519.5
        Scheme: ddc
        Type: prePub
    Languages:
      – Code: eng
        Text: English
    Subjects:
      – SubjectFull: Statistics--Computer programs
        Type: general
      – SubjectFull: Probabilities
        Type: general
      – SubjectFull: Statistics
        Type: general
    Titles:
      – TitleFull: Hierarchical Archimedean Copulas
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          Name:
            NameFull: Jan Górecki
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            NameFull: Ostap Okhrin
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          Name:
            NameFull: Jan Górecki
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            NameFull: Ostap Okhrin
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          Dates:
            – D: 01
              M: 01
              Type: published
              Y: 2024
            – D: 16
              M: 05
              Type: profile
              Y: 2024
          Identifiers:
            – Type: isbn-print
              Value: 9783031563362
            – Type: isbn-electronic
              Value: 9783031563379
          Titles:
            – TitleFull: Hierarchical Archimedean Copulas
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