Statistical Dependence Modeling

Name: Statistical Dependence Modeling
Brand: Thomas Nagler
SKU: 9783032142528
Price: 213.99 EUR
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Festschrift in Honor of Claudia Czado

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Preface.- Kjersti Aas, Roger Cooke, Harry Joe, Dorota Kurowicka, Thomas Nagler Growth cycle of vine copulas.- Nicole Barthel, Dominik Müller, Eike Brechmann A decade of elevating (with) vine copulas.- Panagiotis Serrano, Dorota Kurowicka Stochastic simulation inference algorithm in restricted Pair Copula Bayesian Network with single root node.- Manfred Denker, Aleksey Min Gibbs copulas.- Harry Joe: Diagnostics for the validity of the simplifying assumption for vine copulas.- Roger M. Cooke, Tim J. Bedford Identifiability and the simplifying assumption.- Alexis Derumigny Measures of non simplifyingness for conditional copulas and vines.- Thomas Nagler, Gerda Claeskens, Irène Gijbels On dimension reduction in conditional dependence models.- Canyi Chen, Ritoban Kundu, Wei Hao, Peter Song Copula structural equation models for mediation pathway analysis.- Ozan Evkaya, Ariane Hanebeck, Özge Sahin Clusterspecific ranking and variable importance for Scottish regional deprivation via vine mixtures.- Ilias Willems, Sara Rutten, Gilles Crommen, Ingrid van Keilegom: A flexible control function approach for survival data subject to different types of censoring.- Annette Möller, David Jobst, Ferdinand Buchner Vine copula based probabilistic weather forecasting - Review, challenges and future work.- Karoline Bax, Alessandro Fulci, Sandra Paterlini, Emanuele Taufer Generalized precision matrices for non Gaussian distributions Theory and portfolio applications.- Matthias Fischer LogTukey Type distributions as models for operational losses.- Gregor Zens, Sylvia Frühwirth Schnatter Marginal data augmentation for efficient Bayesian modeling of counts and rates with a demographic application.

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