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Hierarchical Archimedean Copulas

This book offers a thorough understanding of Hierarchical Archimedean Copulas (HACs) and their practical applications. It covers the basics of copulas, explores the Archimedean family, and delves into the specifics of HACs, including their fundamental properties. The text also addresses sampling alg...

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Detalhes bibliográficos
Main Authors:	Górecki, Jan (Author), Okhrin, Ostap (Author)
Autor Corporativo:	SpringerLink (Online service)
Formato:	Recurso Electrónico livro electrónico
Idioma:	inglês
Publicado em:	Cham : Springer Nature Switzerland : Imprint: Springer, 2024.
Edição:	1st ed. 2024.
Colecção:	SpringerBriefs in Applied Statistics and Econometrics,
Assuntos:	Statistics . Probabilities. Statistics > Computer programs. Statistical Theory and Methods. Statistics in Business, Management, Economics, Finance, Insurance. Probability Theory. Statistical Software.
Acesso em linha:	https://doi.org/10.1007/978-3-031-56337-9
Tags:	Adicionar Tag Sem tags, seja o primeiro a adicionar uma tag!

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