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

chapter 1|24 pages

- Introduction

chapter 3|74 pages

- Copula construction methods

chapter 6|50 pages

- Computing and algorithms

chapter 7|54 pages

- Applications and data examples

chapter 8|66 pages

- Theorems for properties of copulas