Picture 1 of 2

Elements of Copula Modeling with R (Use R!) by Hofert, Marius [Paperback] - Picture 2 of 2

Elements of Copula Modeling with R by Marius Hofert, Jun Yan, Ivan Kojadinovic, Martin Machler (Paperback, 2019)

loveourprices2 (118693)

96% positive Feedback

Price:

£82.83

Free postage

Estimated delivery Wed, 13 Aug - Thu, 21 Aug

Returns:

30 days return. Buyer pays for return postage. If you use an eBay delivery label, it will be deducted from your refund amount.

Condition:

New

Marius Hofert is an assistant professor of statistics at the University of Waterloo, Canada. He obtained his Ph.D. in mathematics from the University of Ulm, Germany in 2010. Copulas are multivariate distribution functions with standard uniform univariate margins.

About this product

Product Information

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.