· 2014· Book chapter
Dependence Modeling with Copulas
- 1,534citations
- 2014year
Short summary
This book details advances in dependence modeling using copulas, including vine copula methods for high-dimensional data.
AI-generated from the title and abstract; the full text is not read.
Key points
- Covers advances in copula-based dependence modeling over the last 15 years.
- Details vine copula modeling for high-dimensional data.
- Explains the construction of vine copula models from bivariate copulas.
- Discusses generalizations of vine copula models, including common and structured factor models.
AI-generated from the title and abstract; the full text is not read.
Abstract
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 copula models, including common and structured facto
The authors' abstract, as published at the source., 2014 · DOI ↗
Continue with a free account
Ask the paper: 3 free questions a day about this paper; save it, get its citation, new summaries every day for your field. Takeaways are Premium.
Continue free on the webSign in with Google or Apple; no card needed. You come back to this paper.
On your phone:
Field: Statistics and Probability
Statistics and ProbabilityMathematics