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 Vine Copula Handbook
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Author : Kurowicka Dorota
language : en
Publisher: World Scientific
Release Date : 2010-12-23
Dependence Modeling Vine Copula Handbook written by Kurowicka Dorota and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-12-23 with Copulas (Mathematical statistics) categories.
This book is a collaborative effort from three workshops held over the last three years, all involving principal contributors to the vine-copula methodology. Research and applications in vines have been growing rapidly and there is now a growing need to collate basic results, and standardize terminology and methods. Specifically, this handbook will (1) trace historical developments, standardizing notation and terminology, (2) summarize results on bivariate copulae, (3) summarize results for regular vines, and (4) give an overview of its applications. In addition, many of these results are new and not readily available in any existing journals. New research directions are also discussed.
Data Analysis And Applications 2
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Author : Christos H. Skiadas
language : en
Publisher: John Wiley & Sons
Release Date : 2019-03-07
Data Analysis And Applications 2 written by Christos H. Skiadas and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-03-07 with Mathematics categories.
This series of books collects a diverse array of work that provides the reader with theoretical and applied information on data analysis methods, models and techniques, along with appropriate applications. Volume 2 begins with an introductory chapter by Gilbert Saporta, a leading expert in the field, who summarizes the developments in data analysis over the last 50 years. The book is then divided into four parts: Part 1 examines (in)dependence relationships, innovation in the Nordic countries, dentistry journals, dependence among growth rates of GDP of V4 countries, emissions mitigation, and five-star ratings; Part 2 investigates access to credit for SMEs, gender-based impacts given Southern Europe’s economic crisis, and labor market transition probabilities; Part 3 looks at recruitment at university job-placement offices and the Program for International Student Assessment; and Part 4 examines discriminants, PageRank, and the political spectrum of Germany.
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
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.
Advances In Statistics Theory And Applications
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Author : Indranil Ghosh
language : en
Publisher: Springer Nature
Release Date : 2021-04-01
Advances In Statistics Theory And Applications written by Indranil Ghosh and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-04-01 with Mathematics categories.
This edited collection brings together internationally recognized experts in a range of areas of statistical science to honor the contributions of the distinguished statistician, Barry C. Arnold. A pioneering scholar and professor of statistics at the University of California, Riverside, Dr. Arnold has made exceptional advancements in different areas of probability, statistics, and biostatistics, especially in the areas of distribution theory, order statistics, and statistical inference. As a tribute to his work, this book presents novel developments in the field, as well as practical applications and potential future directions in research and industry. It will be of interest to graduate students and researchers in probability, statistics, and biostatistics, as well as practitioners and technicians in the social sciences, economics, engineering, and medical sciences.
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
Copula Theory And Its Applications
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Author : Piotr Jaworski
language : en
Publisher: Springer Science & Business Media
Release Date : 2010-07-16
Copula Theory And Its Applications written by Piotr Jaworski and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-07-16 with Mathematics categories.
Copulas are mathematical objects that fully capture the dependence structure among random variables and hence offer great flexibility in building multivariate stochastic models. Since their introduction in the early 50's, copulas have gained considerable popularity in several fields of applied mathematics, such as finance, insurance and reliability theory. Today, they represent a well-recognized tool for market and credit models, aggregation of risks, portfolio selection, etc. This book is divided into two main parts: Part I - "Surveys" contains 11 chapters that provide an up-to-date account of essential aspects of copula models. Part II - "Contributions" collects the extended versions of 6 talks selected from papers presented at the workshop in Warsaw.
Dependence Modeling With Copulas
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Author : Harry Joe
language : en
Publisher: CRC Press
Release Date : 2014-06-26
Dependence Modeling With Copulas written by Harry Joe and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-06-26 with Mathematics categories.
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
Elements Of Copula Modeling With R
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Author : Marius Hofert
language : en
Publisher: Springer
Release Date : 2019-01-09
Elements Of Copula Modeling With R written by Marius Hofert and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-01-09 with Business & Economics categories.
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.