相關主題
商品描述
This book introduces the main theoretical findings related to copulas and shows how statistical modeling of multivariate continuous distributions using copulas can be carried out in the R statistical environment with the package copula (among others).
Copulas are multivariate distribution functions with standard uniform univariate margins. They are increasingly applied to modeling dependence among random variables in fields such as risk management, actuarial science, insurance, finance, engineering, hydrology, climatology, and meteorology, to name a few.
In the spirit of the Use R! series, each chapter combines key theoretical definitions or results with illustrations in R. Aimed at statisticians, actuaries, risk managers, engineers and environmental scientists wanting to learn about the theory and practice of copula modeling using R without an overwhelming amount of mathematics, the book can also be used for teaching a course on copula modeling.
商品描述(中文翻譯)
本書介紹了與聯結函數（copulas）相關的主要理論發現，並展示如何在 R 統計環境中使用 copula 套件（以及其他套件）進行多變量連續分佈的統計建模。
聯結函數是具有標準均勻單變量邊際的多變量分佈函數。它們在風險管理、精算科學、保險、金融、工程、水文學、氣候學和氣象學等領域中，越來越多地應用於建模隨機變數之間的依賴關係。
本書秉持 Use R! 系列的精神，每一章都結合了關鍵的理論定義或結果與 R 的插圖。該書旨在幫助統計學家、精算師、風險管理者、工程師和環境科學家學習使用 R 進行聯結函數建模的理論與實踐，而不會讓數學內容過於繁重，亦可用於教授聯結函數建模的課程。
