Analyzing Dependent Data With Vine Copulas
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Analyzing Dependent Data With Vine Copulas
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Author : Claudia Czado
language : en
Publisher: Springer
Release Date : 2019-05-14
Analyzing Dependent Data With Vine Copulas written by Claudia Czado and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-05-14 with Mathematics categories.
This textbook provides a step-by-step introduction to the class of vine copulas, their statistical inference and applications. It focuses on statistical estimation and selection methods for vine copulas in data applications. These flexible copula models can successfully accommodate any form of tail dependence and are vital to many applications in finance, insurance, hydrology, marketing, engineering, chemistry, aviation, climatology and health. The book explains the pair-copula construction principles underlying these statistical models and discusses how to perform model selection and inference. It also derives simulation algorithms and presents real-world examples to illustrate the methodological concepts. The book includes numerous exercises that facilitate and deepen readers’ understanding, and demonstrates how the R package VineCopula can be used to explore and build statistical dependence models from scratch. In closing, the book provides insights into recent developments and open research questions in vine copula based modeling. The book is intended for students as well as statisticians, data analysts and any other quantitatively oriented researchers who are new to the field of vine copulas. Accordingly, it provides the necessary background in multivariate statistics and copula theory for exploratory data tools, so that readers only need a basic grasp of statistics and probability.
Dependence Modeling
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Author : Harry Joe
language : en
Publisher: World Scientific
Release Date : 2011
Dependence Modeling written by Harry Joe and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011 with Business & Economics categories.
1. Introduction : Dependence modeling / D. Kurowicka -- 2. Multivariate copulae / M. Fischer -- 3. Vines arise / R.M. Cooke, H. Joe and K. Aas -- 4. Sampling count variables with specified Pearson correlation : A comparison between a naive and a C-vine sampling approach / V. Erhardt and C. Czado -- 5. Micro correlations and tail dependence / R.M. Cooke, C. Kousky and H. Joe -- 6. The Copula information criterion and Its implications for the maximum pseudo-likelihood estimator / S. Gronneberg -- 7. Dependence comparisons of vine copulae with four or more variables / H. Joe -- 8. Tail dependence in vine copulae / H. Joe -- 9. Counting vines / O. Morales-Napoles -- 10. Regular vines : Generation algorithm and number of equivalence classes / H. Joe, R.M. Cooke and D. Kurowicka -- 11. Optimal truncation of vines / D. Kurowicka -- 12. Bayesian inference for D-vines : Estimation and model selection / C. Czado and A. Min -- 13. Analysis of Australian electricity loads using joint Bayesian inference of D-vines with autoregressive margins / C. Czado, F. Gartner and A. Min -- 14. Non-parametric Bayesian belief nets versus vines / A. Hanea -- 15. Modeling dependence between financial returns using pair-copula constructions / K. Aas and D. Berg -- 16. Dynamic D-vine model / A. Heinen and A. Valdesogo -- 17. Summary and future directions / D. Kurowicka
Multivariate Frequency Analysis Of Hydro Meteorological Variables
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Author : Fateh Chebana
language : en
Publisher: Elsevier
Release Date : 2022-11-16
Multivariate Frequency Analysis Of Hydro Meteorological Variables written by Fateh Chebana and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-11-16 with Science categories.
Multivariate Frequency Analysis of Hydro-Meteorological Variables: A Copula-Based Approach provides comprehensive and detailed descriptions of the approaches and techniques used in multivariate frequency analysis (including, but not limited to copula functions), with illustrative examples and real-life case studies provided. The book presents all background material and new developments in one place, presenting the material in a homogeneous and pedagogical way in order to allow students, engineers and researchers to access and efficiently use all information surrounding this topic. This reference can be used as a guide to apply the available and recent approaches to evaluate hydro-meteorological risks, to design hydraulic structures, in teaching (faculty members), and as a literature review to go to the next steps in research projects (graduate students and postdocs). - Presents methods for analysis of hydro-meteorological risks followed by illustrative examples based on real life data sets - Provides definitions throughout on all new topics and key terms - Includes case studies and real-life examples covering a variety of situations and showing how this work can be applied in the reader's own work
International Encyclopedia Of Statistical Science
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Author : Miodrag Lovric
language : en
Publisher: Springer Nature
Release Date : 2025-06-19
International Encyclopedia Of Statistical Science written by Miodrag Lovric and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-06-19 with Mathematics categories.
The International Encyclopedia of Statistical Science stands as a monumental effort to enrich statistics education globally, particularly in regions facing educational challenges. By amalgamating the expertise of over 700 authors from 110 countries, including Nobel Laureates and presidents of statistical societies, it offers an unparalleled resource for readers worldwide. This encyclopedia is not just a collection of entries; it is a concerted effort to revive statistics as a vibrant, critical field of study and application. Providing a comprehensive and accessible account of statistical terms, methods, and applications, it enables readers to gain a quick insight into the subject, regardless of their background. This work serves to refresh and expand the knowledge of researchers, managers, and practitioners, highlighting the relevance and applicability of statistics across various fields, from economics and business to healthcare and public policy. Furthermore, it aims to inspire students by demonstrating the significance of statistics in solving real-world problems, thus encouraging a new generation to explore and contribute to the field.
Integrated Uncertainty In Knowledge Modelling And Decision Making
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Author : Van-Nam Huynh
language : en
Publisher: Springer Nature
Release Date : 2025-05-02
Integrated Uncertainty In Knowledge Modelling And Decision Making written by Van-Nam Huynh and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-05-02 with Computers categories.
This two-volume set constitutes the proceedings of the 11th International Symposium on Integrated Uncertainty in Knowledge Modelling and Decision Making, IUKM 2025, held in Ho Chi Minh City, Vietnam, during March 17-19, 2025. The 55 full papers in this book were carefully reviewed and selected from 116 submissions. They were organized in topical sections as follows: Part I: Invited Talks; Machine Learning; Pattern Recognition and Data Analysis; Applications. Part II: Uncertainty Management and Decision Making; Optimization and Statistical Methods; Applications.
Handbook Of Insurance
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Author : Georges Dionne
language : en
Publisher: Springer Nature
Release Date : 2025-03-01
Handbook Of Insurance written by Georges Dionne and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-03-01 with Business & Economics categories.
The Handbook of Insurance reviews the last fifty years of research developments in insurance economics and its related fields. A single reference source for professors, researchers, graduate students, regulators, consultants, and practitioners, the book starts with the history and foundations of risk and insurance theory, followed by a review of prevention and precaution, asymmetric information, insurance fraud, risk management, insurance pricing, new financial innovations, reinsurance, corporate governance, capital allocation, securitization, systemic risk, insurance regulation, the industrial organization of insurance markets, and other insurance market applications. The new edition covers many topics that have risen in importance since the 2nd edition, such as climate risk, pandemic risk, insurtech, digital insurance, cyber risk, behavioral economics, Solvency II, corporate governance, enterprise risk management, and machine learning. This edition of the Handbook contains 20 new chapters. Each of the chapters is written by leading international authorities in risk and insurance research. All contributions are peer reviewed, and each chapter can be read independently of the others. It is a tour de force to provide to the insurance industry and its stakeholders a structured, complete, intelligent and critical synthesis of insurance economics in the twenty-first century. This is what you have in your hands. This third edition of the Handbook of Insurance should be the bible to anyone who wants to have a deep understanding of the complex challenges faced by insurance and reinsurance markets to create the large social value of risk sharing and risk diversification. Christian Gollier, Director of the Toulouse School of Economics This collective work not only offers a remarkable synthesis of cutting-edge research in insurance economics but also provides a rare resource, both comprehensive and authoritative, for professionals seeking a deeper understanding of insurance industry fundamentals and emerging trends. The content of the Handbook reflects the richness and dynamics of the field and underlines the many facets involved in better understanding how insurance works and contributes to society. Jad Ariss, Managing director, The Geneva Association
Copula Additive Distributional Regression Using R
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Author : Giampiero Marra
language : en
Publisher: CRC Press
Release Date : 2025-06-24
Copula Additive Distributional Regression Using R written by Giampiero Marra and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-06-24 with Mathematics categories.
Copula additive distributional regression enables the joint modeling of multiple outcomes, an essential aspect of many real-world research problems. This book provides an accessible overview of this modeling approach, with a particular focus on its implementation in the GJRM R package, developed by the authors. The emphasis is on bivariate responses with empirical illustrations drawn from diverse fields such as health and medicine, epidemiology, economics and social sciences. Key Features: Provides a comprehensive overview of joint regression modeling for multiple outcomes, with a focus on bivariate responses Offers a practical approach with real-world examples from various fields Demonstrates the implementation of all the discussed models using the GJRM package in R Includes supplementary resources such as data accessible through the GJRM.data package in R and additional code available on the authors' webpages This book is designed for graduate students, researchers, practitioners and analysts who are interested in using copula additive distributional regression for the joint modeling of bivariate outcomes. The methodology is accessible to readers with a basic understanding of core statistics and probability, regression, copula modeling and R.
Tropical Ecosystems In The 21st Century
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Author :
language : en
Publisher: Academic Press
Release Date : 2020-03-18
Tropical Ecosystems In The 21st Century written by and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-03-18 with Science categories.
Advances in Ecological Research, Volume 62, the latest release in this ongoing series, covers a long list of topics, including Monitoring tropical insects in the 21st Century, The distribution and structure of long-term and large-scale fire manipulation experiments, The Agua Salud Project: Basic and applied research informing management of tropical landscapes for the 21st century, Conservation strategies and principles for tropical forests, Assessing forest quality using satellite remote sensing data: A test case using the Sabah Biodiversity Experiment, eDNA approaches to understand the current state and future of biodiversity of the Amazonian biome: pitfalls, improvements and challenges, and much more. - Provides information that relates to a thorough understanding of the field of ecology - Deals with topical and important reviews on the physiologies, populations and communities of plants and animals
Statistics For Innovation Iii
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Author : Enrico di Bella
language : en
Publisher: Springer Nature
Release Date : 2025-06-16
Statistics For Innovation Iii written by Enrico di Bella and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-06-16 with Mathematics categories.
This book presents peer-reviewed short papers on methodological and applied statistical research presented at the Italian Statistical Society’s international conference on “Statistics for Innovation”, SIS 2025, held in Genoa, Italy, June 16-18, 2025. It is the third of four volumes, featuring the second part of the contributions presented in the Contributed Sessions. Providing a comprehensive overview of innovations in modern statistical methods and applications, the volumes address a large number of topics of current interest, contributing to a rapid dissemination of quantitative methods for data analysis across the various fields of scientific research and social life. The volumes underpin the role of statistics and data science in fostering innovation in numerous fields, including business, industry, finance, technology, environment, health and medicine, official statistics, public policy, welfare, social issues and sustainable development. One of the aims of the Italian Statistical Society (SIS) is to promote scientific activities for the development of statistical sciences. Together with the biennial international Scientific Meeting, the intermediate international statistical conferences on a particular topic of interest represent the Society’s most important events which bring together national and international researchers and professionals to exchange ideas and discuss recent advances and developments in theoretical and applied statistics.
Mathematical And Statistical Methods For Actuarial Sciences And Finance
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Author : Marco Corazza
language : en
Publisher: Springer Nature
Release Date : 2022-04-11
Mathematical And Statistical Methods For Actuarial Sciences And Finance written by Marco Corazza and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-04-11 with Mathematics categories.
The cooperation and contamination among mathematicians, statisticians and econometricians working in actuarial sciences and finance are improving the research on these topics and producing numerous meaningful scientific results. This volume presents new ideas in the form of four- to six-page papers presented at the International Conference MAF2022 – Mathematical and Statistical Methods for Actuarial Sciences and Finance. Due to the COVID-19 pandemic, the conference, to which this book is related, was organized in a hybrid form by the Department of Economics and Statistics of the University of Salerno, with the partnership of the Department of Economics of Cà Foscari University of Venice, and was held from 20 to 22 April 2022 in Salerno (Italy) MAF2022 is the tenth edition of an international biennial series of scientific meetings, started in 2004 on the initiative of the Department of Economics and Statistics of the University of Salerno. It has established itself internationally with gradual and continuous growth and scientific enrichment. The effectiveness of this idea has been proven by the wide participation in all the editions, which have been held in Salerno (2004, 2006, 2010, 2014, 2022), Venice (2008, 2012 and 2020 online), Paris (2016) and Madrid (2018). This book covers a wide variety of subjects: artificial intelligence and machine learning in finance and insurance, behavioural finance, credit risk methods and models, dynamic optimization in finance, financial data analytics, forecasting dynamics of actuarial and financial phenomena, foreign exchange markets, insurance models, interest rate models, longevity risk, models and methods for financial time series analysis, multivariate techniques for financial markets analysis, pension systems, portfolio selection and management, real-world finance, risk analysis and management, trading systems, and others. This volume is a valuable resource for academics, PhD students, practitioners, professionals and researchers. Moreover, it is also of interest to other readers with quantitative background knowledge.