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Marius Hofert; Ivan Kojadinovic; Martin Mächler; Jun Yan978-3-319-89635-92018 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 €21610% OFF