Titlebook: Analyzing Dependent Data with Vine Copulas; A Practical Guide Wi Claudia Czado Textbook 2019 Springer Nature Switzerland AG 2019 vine copul

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Claudia CzadoOffers a step-by-step introduction to vine copula based dependence modeling, including model selection and estimation methods for vine copulas.Features easy-to-follow derivations and illustrations to

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Simulating Regular Vine Copulas and Distributions,For simulation from a .-dimensional distribution function . with conditional distribution functions . and their inverses . for . we can use iterative inverse probability transformations.

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https://doi.org/10.1007/978-3-030-13785-4vine copulas; dependence modelling; copulas; tail dependence; multivariate statistics; model selection; R

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978-3-030-13784-7Springer Nature Switzerland AG 2019