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dc.contributor.authorDalla Valle, L
dc.contributor.editorBalakrishnan N
dc.contributor.editorBrandimarte P
dc.contributor.editorEveritt B
dc.contributor.editorMolenberghs G
dc.contributor.editorPiegorsch W
dc.contributor.editorRuggeri F
dc.date.accessioned2017-04-26T16:42:43Z
dc.date.available2017-04-26T16:42:43Z
dc.date.issued2017-12-10
dc.identifier.urihttp://hdl.handle.net/10026.1/9125
dc.description.abstract

<jats:title>Abstract</jats:title> <jats:p>Copulas and vines allow us to model the distribution of multivariate random variables in a flexible way. This article introduces copulas via Sklar's theorem, explains how pair copula constructions are built by decomposing multivariate copula densities, and illustrates vine graphical representations.</jats:p>

dc.format.extent1-5
dc.language.isoen
dc.publisherWiley
dc.relation.ispartofWiley StatsRef: Statistics Reference Online
dc.subject49 Mathematical Sciences
dc.subject4905 Statistics
dc.titleCopulas and Vines
dc.typechapter
plymouth.publisher-urlhttp://dx.doi.org/10.1002/9781118445112.stat08012
plymouth.publication-statusPublished online
dc.identifier.doi10.1002/9781118445112.stat08012
plymouth.organisational-group/Plymouth
plymouth.organisational-group/Plymouth/Faculty of Science and Engineering
plymouth.organisational-group/Plymouth/Faculty of Science and Engineering/School of Engineering, Computing and Mathematics
plymouth.organisational-group/Plymouth/REF 2021 Researchers by UoA
plymouth.organisational-group/Plymouth/REF 2021 Researchers by UoA/EXTENDED UoA 10 - Mathematical Sciences
plymouth.organisational-group/Plymouth/REF 2021 Researchers by UoA/UoA10 Mathematical Sciences
plymouth.organisational-group/Plymouth/Users by role
plymouth.organisational-group/Plymouth/Users by role/Academics
dc.rights.embargoperiodNot known
rioxxterms.versionofrecord10.1002/9781118445112.stat08012
rioxxterms.licenseref.urihttp://www.rioxx.net/licenses/all-rights-reserved
rioxxterms.typeBook chapter


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