Hierarchical Archimedean Copulas

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F47813059%3A19520%2F24%3AA0000445" target="_blank" >RIV/47813059:19520/24:A0000445 - isvavai.cz</a>
Result on the web
<a href="https://link.springer.com/book/10.1007/978-3-031-56337-9" target="_blank" >https://link.springer.com/book/10.1007/978-3-031-56337-9</a>
DOI - Digital Object Identifier
—

Result language
angličtina
Original language name
Hierarchical Archimedean Copulas
Original language description
This book offers a thorough understanding of Hierarchical Archimedean Copulas (HACs) and their practical applications. It covers the basics of copulas, explores the Archimedean family, and delves into the specifics of HACs, including their fundamental properties. The text also addresses sampling algorithms, HAC parameter estimation, and structure, and highlights temporal models with applications in finance and economics. The final chapter introduces R, MATLAB, and Octave toolboxes for copula modeling, enabling students, researchers, data scientists, and practitioners to model complex dependence structures and make well-informed decisions across various domains.
Czech name
—
Czech description
—

Type
B - Specialist book
CEP classification
—
OECD FORD branch
10201 - Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)

Project
<a href="/en/project/GA21-03085S" target="_blank" >GA21-03085S: Supporting Decision Processes with Pairwise Comparisons and Data Mining</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2024
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Similar results(10)