Multivariate Distributions Through Pair-Copula Construction: Theory and Applications
It is often very difficult, particularly in higher dimensions, to find a good multivariate model that describes both marginal behavior and dependence structure of data efficiently. The copula approach to multivariate models has been found to fit this purpose particularly well, and since it is a rela...
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| Format: | Others |
| Language: | English |
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Norges teknisk-naturvitenskapelige universitet, Institutt for matematiske fag
2009
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-9846 |