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Principles of Copula Theory

Principles of Copula Theory explores the state of the art on copulas and provides you with the foundation to use copulas in a variety;

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Elements of Copula Modeling with R

, actuaries, risk managers, engineers and environmental scientists wanting to learn about the theory and practice of copula modeling using R without;

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Dependence Modeling with Copulas

vine copula modeling of high-dimensional data. Vine copula models are constructed from a sequence of bivariate copulas. The book develops;

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Dependence Modeling with Copulas

vine copula modeling of high-dimensional data. Vine copula models are constructed from a sequence of bivariate copulas. The book develops;

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On Copula Density Estimation and Measures of Multivariate Association

financial modeling. Well-known measures like Spearman's rho and Kendall's tau can be expressed in terms of the underlying copula only, hence, being;

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Copula Theory and Its Applications

of applied mathematics, such as finance, insurance and reliability theory. Today, they represent a well-recognized tool for market and credit models;

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Copula Modeling

Explores the copula approach for econometrics modeling of joint parametric distributions and demonstrates that practical implementation and;

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Analysis of Survival Data with Dependent Censoring

This book introduces readers to copula-based statistical methods for analyzing survival data involving dependent censoring. Primarily;

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Margining Systems For An Energy Exchange

methodologies from the 1970s but are still by far the most used systems by clearing houses. This work introduces the concept of copula in which marginal;

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Copula Methods in Finance

Copula Methods in Finance is the first book to address the mathematics of copula functions illustrated with finance applications. It;

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Introduction to Bayesian Estimation and Copula Models of Dependence

Introduction to Bayesian Estimation and Copula Models of Dependence emphasizes the applications of Bayesian analysis to copula modeling and equips;

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Copulas and Its Application in Hydrology and Water Resources

This book presents an overview of copula theory and its application in hydrology, and provides valuable insights, useful methods and;

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The Japanese Copula

In this innovative study, Professor Narahara offers a multi-disciplinary description of the Japanese copula, revealing it to be at the;

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Cambio en la duracion de la copula en ciempies gusano

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Simulating Copulas

on different construction principles (factor models, pair-copula construction, etc.). The book is self-contained and unified in presentation;

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Contributions to Static and Time-Varying Copula-Based Modeling of Multivariate Association

theory of static and time-varying stochastic models for multivariate association based on the concept of copulas. These functions enable a;

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Introduction to System Reliability Theory

copula theory. The book develops this knowledge with worked examples and supplies code for the program R so that students can explore its lessons;

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Copular Clauses and Focus Marking in Sumerian

This work is the first comprehensive description of Sumerian constructions involving a copula. Using around 400 fully glossed examples, it;

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Simulating Copulas

principles (factor models, pair-copula construction, etc.). The book is self-contained and unified in presentation and can be used as a textbook for;

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Functional Statistics and Applications

: estimation problems in queuing theory, an application in signal processing, and the copula approach to epidemiologic modelling. The book's peer;

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Structured Dependence between Stochastic Processes

of the classical copula theory that exists for finite-dimensional random variables. Presenting both the technical aspects and the applications;

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Entwicklung einer Methode zur Cashflow Analyse bei Projektfinanzierungsratings auf Basis eines Copula-Ansatzes

eines Experten-Cashflow-Modells aufgebaut. Der Copula-Ansatz ist ein aktuelles Forschungsthema in vielen anderen Gebieten, wie z.B;

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Pioneering Works on Extreme Value Theory

This book presents the state of the art in extreme value theory, with a collection of articles related to a seminal paper on the bivariate;

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African American Vernacular English in Contemporary Music

. Given the huge number of AAVE features, only one of them will be analyzed, the copula verb to be, which in the following will only be called;

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The Theory and Principles of Tort Law

The Theory and Principles of Tort Law is een boek van Thomas Atkins Street;

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Copulas and their Applications in Water Resources Engineering

describes the basic concepts of copulas, and outlines current trends and developments in copula methodology and applications. It includes an;

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Credit Risk

portfolios, and tests on the accuracy of the Basel II framework * Describes benchmark models of implied credit correlation risk, copula-based;

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