Elements of Copula Modeling with R(Use R!)

用R进行Copula建模的精要

国民经济学

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1241.00
发货周期:外国库房发货,通常付款后3-5周到货
作      者
出  版 社
出版时间
2018年07月13日
装      帧
平装
ISBN
9783319896342
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页      码
277
语      种
英文
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图书简介
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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