東華大學圖書館 |

Language: English

Help

回圖書館首頁

手機版館藏查詢

Back

Switch To: Labeled | MARC Mode | ISBD

Linked to FindBook

Google Book

Amazon

博客來

Hierarchical archimedean copulas

Record Type:	Electronic resources : Monograph/item
Title/Author:	Hierarchical archimedean copulas/ by Jan Górecki, Ostap Okhrin.
Author:	Górecki, Jan.
other author:	Okhrin, Ostap.
Published:	Cham :Springer Nature Switzerland : : 2024.,
Description:	xii, 120 p. :ill. (some col.), digital ;24 cm.
[NT 15003449]:	Preface -- 1 Copulas -- 2 Archimedean Copulas -- 3 Construction -- 4 Properties -- 5 Sampling -- 6 Estimation -- 7 Temporal Models and their Applications -- 8 Software.
Contained By:	Springer Nature eBook
Subject:	Copulas (Mathematical statistics) -
Online resource:	https://doi.org/10.1007/978-3-031-56337-9
ISBN:	9783031563379

Hierarchical archimedean copulas
Górecki, Jan.

Hierarchical archimedean copulas[electronic resource] /by Jan Górecki, Ostap Okhrin. - Cham :Springer Nature Switzerland :2024. - xii, 120 p. :ill. (some col.), digital ;24 cm. - SpringerBriefs in applied statistics and econometrics,2524-4124. - SpringerBriefs in applied statistics and econometrics..

Preface -- 1 Copulas -- 2 Archimedean Copulas -- 3 Construction -- 4 Properties -- 5 Sampling -- 6 Estimation -- 7 Temporal Models and their Applications -- 8 Software.

This book offers a thorough understanding of Hierarchical Archimedean Copulas (HACs) and their practical applications. It covers the basics of copulas, explores the Archimedean family, and delves into the specifics of HACs, including their fundamental properties. The text also addresses sampling algorithms, HAC parameter estimation, and structure, and highlights temporal models with applications in finance and economics. The final chapter introduces R, MATLAB, and Octave toolboxes for copula modeling, enabling students, researchers, data scientists, and practitioners to model complex dependence structures and make well-informed decisions across various domains.

ISBN: 9783031563379

Standard No.: 10.1007/978-3-031-56337-9doiSubjects--Topical Terms:

1086625
Copulas (Mathematical statistics)

LC Class. No.: QA273.6

Dewey Class. No.: 519.24

Hierarchical archimedean copulas
LDR:01894nmm a2200337 a 4500 001 2371704
003 DE-He213
005 20240516102431.0
006 m d
007 cr nn 008maaau
008 241127s2024 sz s 0 eng d
020 $a 9783031563379 $q (electronic bk.)
020 $a 9783031563362 $q (paper)
024 7 $a 10.1007/978-3-031-56337-9 $2 doi
035 $a 978-3-031-56337-9
040 $a GP $c GP
041 0 $a eng
050 4 $a QA273.6
072 7 $a PBT $2 bicssc
072 7 $a MAT029000 $2 bisacsh
072 7 $a PBT $2 thema
082 0 4 $a 519.24 $2 23
090 $a QA273.6 $b .G666 2024
100 1 $a Górecki, Jan. $3 3717929
245 1 0 $a Hierarchical archimedean copulas $h [electronic resource] / $c by Jan Górecki, Ostap Okhrin.
260 $a Cham : $b Springer Nature Switzerland : $b Imprint: Springer, $c 2024.
300 $a xii, 120 p. : $b ill. (some col.), digital ; $c 24 cm.
490 1 $a SpringerBriefs in applied statistics and econometrics, $x 2524-4124
505 0 $a Preface -- 1 Copulas -- 2 Archimedean Copulas -- 3 Construction -- 4 Properties -- 5 Sampling -- 6 Estimation -- 7 Temporal Models and their Applications -- 8 Software.
520 $a This book offers a thorough understanding of Hierarchical Archimedean Copulas (HACs) and their practical applications. It covers the basics of copulas, explores the Archimedean family, and delves into the specifics of HACs, including their fundamental properties. The text also addresses sampling algorithms, HAC parameter estimation, and structure, and highlights temporal models with applications in finance and economics. The final chapter introduces R, MATLAB, and Octave toolboxes for copula modeling, enabling students, researchers, data scientists, and practitioners to model complex dependence structures and make well-informed decisions across various domains.
650 0 $a Copulas (Mathematical statistics) $3 1086625
650 1 4 $a Statistical Theory and Methods. $3 891074
650 2 4 $a Statistics in Business, Management, Economics, Finance, Insurance. $3 3538572
650 2 4 $a Probability Theory. $3 3538789
650 2 4 $a Statistical Software. $3 3596845
700 1 $a Okhrin, Ostap. $3 3259135
710 2 $a SpringerLink (Online service) $3 836513
773 0 $t Springer Nature eBook
830 0 $a SpringerBriefs in applied statistics and econometrics. $3 3522328
856 4 0 $u https://doi.org/10.1007/978-3-031-56337-9
950 $a Mathematics and Statistics (SpringerNature-11649)