Elements of copula modeling with R / Marius Hofert, Ivan Kojadinovic, Martin Mächler, Jun Yan.
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...
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| Online Access: |
Full Text (via Springer) |
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| Main Authors: | , , , |
| Format: | eBook |
| Language: | English |
| Published: |
Cham :
Springer,
[2018]
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| Series: | Use R.
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| Subjects: |
Table of Contents:
- Introduction
- Copulas
- Classes and families
- Estimation
- Graphical diagnostics, tests, and model selection
- Ties, time series, and regression.