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A Practical Guide With RClaudia Czado978-3-030-13785-42019 Edition 1- Offers 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 explain the underlying statistical concepts
- Includes numerous exercises and real-world examples, and shows how to use the R package VineCopula to explore, build and compare vine based models
- Provides an overview of the latest developments in vine copula modeling
€419 €37710% OFF