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  • Marius Hofert; Ivan Kojadinovic; Martin Mächler; Jun Yan
    978-3-319-89635-9
    2018
    Edition 1
    • Offers an introduction to copulas and their main properties, along with the most important theoretical results
    • Illustrates the concepts using stand-alone and reproducible R examples involving synthetic or real-world data
    • Elaborates copula transformations, copula estimation, graphical diagnostics, statistical tests and model selection
    • Addresses advanced topics such as the handling of ties, time series and covariates in a regression setting

    €240

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