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1、DependenceModelingwithCopulascoversthesubstantialadvancesthathavetakenplaceinthefieldduringthelast15yearsincludingvinecopulamodelingofhighdimensionaldata.Vinecopulamodelsareconstructedfromasequenceofbivariatecopulas.Theb
2、ookdevelopsgeneralizationsofvinecopulamodelsincludingcommonstructuredfactmodelsthatextendfromtheGaussianassumptiontocopulas.Italsodiscussesothermultivariateconstructionsparametriccopulafamiliesthathavedifferenttailproper
3、tiespresentsextensivematerialondependencetailpropertiestoassistincopulamodelion.Theauthshowshownumericalmethodsalgithmsfinferencesimulationareimptantinhighdimensionalcopulaapplications.Hepresentsthealgithmsaspseudocodeil
4、lustratingtheirimplementationfhighdimensionalcopulamodels.Healsoincpatesresultstodeterminedependencetailpropertiesofmultivariatedistributionsffutureconstructionsofcopulamodels.Features?Explesavarietyofapplicationsofdepen
5、dencemodelingwithcopulas?Comparescopulafamiliesconstructionswithmanykindsofdependencestructurestailproperties?Explainshowthepropertiesaffecttailinferencessuchasjointtailprobabilitiestailconditionalexpectations?Describesn
6、ovelvinecopulatechniquesfmodelinghighdimensionaldata?Coversinferencediagnosticsmodelionnumericalmethodsalgithmsfcopulaapplications?Includessometheeticaldetailsadvancedexamples?Offerssoftwarecodeontheauth’swebsiteK18978De
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