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Dependence Modeling with Copulas
Harry Joe
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- Editora: UmLivro
- Ano: 2014
- ISBN: 9781466583221
- Dependence Modeling with Copulas covers the substantial advances that have taken place in the field during the last 15 years, including vine copula modeling of high-dimensional data. Vine copula models are constructed from a sequence of bivariate copulas. The book develops generalizations of vine co
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