Analyzing Dependent Data with Vine Copulas

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Publisher :
ISBN 13 : 9783030137861
Total Pages : pages
Book Rating : 4.1/5 (378 download)

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Book Synopsis Analyzing Dependent Data with Vine Copulas by : Claudia Czado

Download or read book Analyzing Dependent Data with Vine Copulas written by Claudia Czado and published by . This book was released on 2019 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook provides a step-by-step introduction to the class of vine copulas, their statistical inference and applications. It focuses on statistical estimation and selection methods for vine copulas in data applications. These flexible copula models can successfully accommodate any form of tail dependence and are vital to many applications in finance, insurance, hydrology, marketing, engineering, chemistry, aviation, climatology and health. The book explains the pair-copula construction principles underlying these statistical models and discusses how to perform model selection and inference. It also derives simulation algorithms and presents real-world examples to illustrate the methodological concepts. The book includes numerous exercises that facilitate and deepen readers understanding, and demonstrates how the R package VineCopula can be used to explore and build statistical dependence models from scratch. In closing, the book provides insights into recent developments and open research questions in vine copula based modeling. The book is intended for students as well as statisticians, data analysts and any other quantitatively oriented researchers who are new to the field of vine copulas. Accordingly, it provides the necessary background in multivariate statistics and copula theory for exploratory data tools, so that readers only need a basic grasp of statistics and probability.

Univariate Stable Distributions

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Publisher : Springer Nature
ISBN 13 : 3030529150
Total Pages : 342 pages
Book Rating : 4.0/5 (35 download)

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Book Synopsis Univariate Stable Distributions by : John P. Nolan

Download or read book Univariate Stable Distributions written by John P. Nolan and published by Springer Nature. This book was released on 2020-09-13 with total page 342 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook highlights the many practical uses of stable distributions, exploring the theory, numerical algorithms, and statistical methods used to work with stable laws. Because of the author’s accessible and comprehensive approach, readers will be able to understand and use these methods. Both mathematicians and non-mathematicians will find this a valuable resource for more accurately modelling and predicting large values in a number of real-world scenarios. Beginning with an introductory chapter that explains key ideas about stable laws, readers will be prepared for the more advanced topics that appear later. The following chapters present the theory of stable distributions, a wide range of applications, and statistical methods, with the final chapters focusing on regression, signal processing, and related distributions. Each chapter ends with a number of carefully chosen exercises. Links to free software are included as well, where readers can put these methods into practice. Univariate Stable Distributions is ideal for advanced undergraduate or graduate students in mathematics, as well as many other fields, such as statistics, economics, engineering, physics, and more. It will also appeal to researchers in probability theory who seek an authoritative reference on stable distributions.

Quantitative Methods for Economics and Finance

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Publisher : MDPI
ISBN 13 : 3036501967
Total Pages : 418 pages
Book Rating : 4.0/5 (365 download)

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Book Synopsis Quantitative Methods for Economics and Finance by : J.E. Trinidad-Segovia

Download or read book Quantitative Methods for Economics and Finance written by J.E. Trinidad-Segovia and published by MDPI. This book was released on 2021-02-12 with total page 418 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a collection of papers for the Special Issue “Quantitative Methods for Economics and Finance” of the journal Mathematics. This Special Issue reflects on the latest developments in different fields of economics and finance where mathematics plays a significant role. The book gathers 19 papers on topics such as volatility clusters and volatility dynamic, forecasting, stocks, indexes, cryptocurrencies and commodities, trade agreements, the relationship between volume and price, trading strategies, efficiency, regression, utility models, fraud prediction, or intertemporal choice.

Distributions with Fixed Marginals and Related Topics

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Publisher : IMS
ISBN 13 : 9780940600409
Total Pages : 390 pages
Book Rating : 4.6/5 (4 download)

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Book Synopsis Distributions with Fixed Marginals and Related Topics by : Michael Dee Taylor

Download or read book Distributions with Fixed Marginals and Related Topics written by Michael Dee Taylor and published by IMS. This book was released on 1996 with total page 390 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Theories on Drug Abuse

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Publisher :
ISBN 13 :
Total Pages : 534 pages
Book Rating : 4.:/5 (327 download)

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Book Synopsis Theories on Drug Abuse by : National Institute on Drug Abuse. Division of Research

Download or read book Theories on Drug Abuse written by National Institute on Drug Abuse. Division of Research and published by . This book was released on 1980 with total page 534 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Dependence in Probability and Statistics

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Publisher : Springer Science & Business Media
ISBN 13 : 3642141048
Total Pages : 222 pages
Book Rating : 4.6/5 (421 download)

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Book Synopsis Dependence in Probability and Statistics by : Paul Doukhan

Download or read book Dependence in Probability and Statistics written by Paul Doukhan and published by Springer Science & Business Media. This book was released on 2010-07-23 with total page 222 pages. Available in PDF, EPUB and Kindle. Book excerpt: This account of recent works on weakly dependent, long memory and multifractal processes introduces new dependence measures for studying complex stochastic systems and includes other topics such as the dependence structure of max-stable processes.

An Introduction to Forensic Linguistics

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Publisher : Routledge
ISBN 13 : 1134361521
Total Pages : 250 pages
Book Rating : 4.1/5 (343 download)

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Book Synopsis An Introduction to Forensic Linguistics by : Malcolm Coulthard

Download or read book An Introduction to Forensic Linguistics written by Malcolm Coulthard and published by Routledge. This book was released on 2007-11-28 with total page 250 pages. Available in PDF, EPUB and Kindle. Book excerpt: Overview of the interface of language and the law, illustrated with authentic data and contemporary case studies. Topics include collection of evidence, discourse, courtroom interaction, legal language, comprehension and forensic phonetics.

Statistical Size Distributions in Economics and Actuarial Sciences

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Publisher : John Wiley & Sons
ISBN 13 : 0471457167
Total Pages : 354 pages
Book Rating : 4.4/5 (714 download)

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Book Synopsis Statistical Size Distributions in Economics and Actuarial Sciences by : Christian Kleiber

Download or read book Statistical Size Distributions in Economics and Actuarial Sciences written by Christian Kleiber and published by John Wiley & Sons. This book was released on 2003-10-24 with total page 354 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive account of economic size distributions around the world and throughout the years In the course of the past 100 years, economists and applied statisticians have developed a remarkably diverse variety of income distribution models, yet no single resource convincingly accounts for all of these models, analyzing their strengths and weaknesses, similarities and differences. Statistical Size Distributions in Economics and Actuarial Sciences is the first collection to systematically investigate a wide variety of parametric models that deal with income, wealth, and related notions. Christian Kleiber and Samuel Kotz survey, compliment, compare, and unify all of the disparate models of income distribution, highlighting at times a lack of coordination between them that can result in unnecessary duplication. Considering models from eight languages and all continents, the authors discuss the social and economic implications of each as well as distributions of size of loss in actuarial applications. Specific models covered include: Pareto distributions Lognormal distributions Gamma-type size distributions Beta-type size distributions Miscellaneous size distributions Three appendices provide brief biographies of some of the leading players along with the basic properties of each of the distributions. Actuaries, economists, market researchers, social scientists, and physicists interested in econophysics will find Statistical Size Distributions in Economics and Actuarial Sciences to be a truly one-of-a-kind addition to the professional literature.

Uncertainty Analysis with High Dimensional Dependence Modelling

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Publisher : John Wiley & Sons
ISBN 13 : 0470863080
Total Pages : 302 pages
Book Rating : 4.4/5 (78 download)

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Book Synopsis Uncertainty Analysis with High Dimensional Dependence Modelling by : Dorota Kurowicka

Download or read book Uncertainty Analysis with High Dimensional Dependence Modelling written by Dorota Kurowicka and published by John Wiley & Sons. This book was released on 2006-10-02 with total page 302 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mathematical models are used to simulate complex real-world phenomena in many areas of science and technology. Large complex models typically require inputs whose values are not known with certainty. Uncertainty analysis aims to quantify the overall uncertainty within a model, in order to support problem owners in model-based decision-making. In recent years there has been an explosion of interest in uncertainty analysis. Uncertainty and dependence elicitation, dependence modelling, model inference, efficient sampling, screening and sensitivity analysis, and probabilistic inversion are among the active research areas. This text provides both the mathematical foundations and practical applications in this rapidly expanding area, including: An up-to-date, comprehensive overview of the foundations and applications of uncertainty analysis. All the key topics, including uncertainty elicitation, dependence modelling, sensitivity analysis and probabilistic inversion. Numerous worked examples and applications. Workbook problems, enabling use for teaching. Software support for the examples, using UNICORN - a Windows-based uncertainty modelling package developed by the authors. A website featuring a version of the UNICORN software tailored specifically for the book, as well as computer programs and data sets to support the examples. Uncertainty Analysis with High Dimensional Dependence Modelling offers a comprehensive exploration of a new emerging field. It will prove an invaluable text for researches, practitioners and graduate students in areas ranging from statistics and engineering to reliability and environmetrics.

The Oxford Handbook of African American Language

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Publisher : Oxford Handbooks
ISBN 13 : 0199795398
Total Pages : 945 pages
Book Rating : 4.1/5 (997 download)

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Book Synopsis The Oxford Handbook of African American Language by : Sonja L. Lanehart

Download or read book The Oxford Handbook of African American Language written by Sonja L. Lanehart and published by Oxford Handbooks. This book was released on 2015 with total page 945 pages. Available in PDF, EPUB and Kindle. Book excerpt: Offers a set of diverse analyses of traditional and contemporary work on language structure and use in African American communities.

Handbook of Research Methods in Tourism

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Publisher : Edward Elgar Publishing
ISBN 13 : 1781001294
Total Pages : 529 pages
Book Rating : 4.7/5 (81 download)

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Book Synopsis Handbook of Research Methods in Tourism by : Larry Dwyer

Download or read book Handbook of Research Methods in Tourism written by Larry Dwyer and published by Edward Elgar Publishing. This book was released on 2012-01-01 with total page 529 pages. Available in PDF, EPUB and Kindle. Book excerpt: 'This is an excellent book which significantly contributes to tourism research and education. It takes a rigorous yet readable style to address twenty five of the most pertinent quantitative and qualitative techniques applied in tourism research. the book will appeal to a wider readership of social scientists as well as to scholars of tourism as each chapter provides a thorough overview and explanation of the techniques irrespective of their tourism application.' – Dimitrios Buhalis, Bournemouth University, UK This insightful book explores the most important established and emerging qualitative and quantitative research methods in tourism. the authors provide a detailed overview of the nature of the research method, its use in tourism, the advantages and limitations, and future directions for research. Each chapter is structured to provide information on: the nature of the technique and its evolution; background and types of problems that the technique is designed to handle; applications of the technique to tourism, including discussion of studies that have used the technique and their findings; advantages and limitations of the technique conceptually and for policy formulation; and further developments and applications of the technique in tourism research. Handbook of Research Methods in Tourism will appeal to social scientists, students as well as researchers in tourism who use quantitative and qualitative research techniques.

Job's Body and the Dramatised Comedy of Moralising

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Publisher : Routledge
ISBN 13 : 9780367533113
Total Pages : 0 pages
Book Rating : 4.5/5 (331 download)

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Book Synopsis Job's Body and the Dramatised Comedy of Moralising by : Katherine E. Southwood

Download or read book Job's Body and the Dramatised Comedy of Moralising written by Katherine E. Southwood and published by Routledge. This book was released on 2022-08 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book focuses on the expressions used to describe Job's body in pain and on the reactions of his friends to explore the moral and social world reflected in the language and the values that their speeches betray. A key contribution of this monograph is to highlight how the perspective of illness as retribution is powerfully refuted in Job's speeches and, in particular, to show how this is achieved through comedy. Comedy in Job is a powerful weapon used to expose and ridicule the idea of retribution. Rejecting the approach of retrospective diagnosis, this monograph carefully analyses the expression of pain in Job focusing specifically on somatic language used in the deity attack metaphors, in the deity surveillance metaphors and in the language connected to the body and social status. These metaphors are analysed in a comparative way using research from medical anthropology and sociology which focuses on illness narratives and expressions of pain. Job's Body and the Dramatised Comedy of Moralising will be of interest to anyone working on the Book of Job, as well as those with an interest in suffering and pain in the Hebrew Bible more broadly.

Intercultural Communication and Language Pedagogy

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Publisher : Cambridge University Press
ISBN 13 : 1108490158
Total Pages : 391 pages
Book Rating : 4.1/5 (84 download)

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Book Synopsis Intercultural Communication and Language Pedagogy by : Zsuzsanna I. Abrams

Download or read book Intercultural Communication and Language Pedagogy written by Zsuzsanna I. Abrams and published by Cambridge University Press. This book was released on 2020-08-27 with total page 391 pages. Available in PDF, EPUB and Kindle. Book excerpt: Using diverse language examples and tasks, this book illustrates how intercultural communication theory can inform second language teaching.

The Cambridge Handbook of Sociolinguistics

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Publisher : Cambridge University Press
ISBN 13 : 1139500937
Total Pages : 598 pages
Book Rating : 4.1/5 (395 download)

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Book Synopsis The Cambridge Handbook of Sociolinguistics by : Rajend Mesthrie

Download or read book The Cambridge Handbook of Sociolinguistics written by Rajend Mesthrie and published by Cambridge University Press. This book was released on 2011-10-06 with total page 598 pages. Available in PDF, EPUB and Kindle. Book excerpt: The most comprehensive overview available, this Handbook is an essential guide to sociolinguistics today. Reflecting the breadth of research in the field, it surveys a range of topics and approaches in the study of language variation and use in society. As well as linguistic perspectives, the handbook includes insights from anthropology, social psychology, the study of discourse and power, conversation analysis, theories of style and styling, language contact and applied sociolinguistics. Language practices seem to have reached new levels since the communications revolution of the late twentieth century. At the same time face-to-face communication is still the main force of language identity, even if social and peer networks of the traditional face-to-face nature are facing stiff competition of the Facebook-to-Facebook sort. The most authoritative guide to the state of the field, this handbook shows that sociolinguistics provides us with the best tools for understanding our unfolding evolution as social beings.

Impossible Worlds

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Publisher : Oxford University Press
ISBN 13 : 0198812795
Total Pages : 333 pages
Book Rating : 4.1/5 (988 download)

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Book Synopsis Impossible Worlds by : Francesco Berto

Download or read book Impossible Worlds written by Francesco Berto and published by Oxford University Press. This book was released on 2019 with total page 333 pages. Available in PDF, EPUB and Kindle. Book excerpt: The latter half of the 20 ...

Generalized Method of Moments Estimation

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Publisher : Cambridge University Press
ISBN 13 : 9780521669672
Total Pages : 332 pages
Book Rating : 4.6/5 (696 download)

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Book Synopsis Generalized Method of Moments Estimation by : Laszlo Matyas

Download or read book Generalized Method of Moments Estimation written by Laszlo Matyas and published by Cambridge University Press. This book was released on 1999-04-13 with total page 332 pages. Available in PDF, EPUB and Kindle. Book excerpt: The generalized method of moments (GMM) estimation has emerged as providing a ready to use, flexible tool of application to a large number of econometric and economic models by relying on mild, plausible assumptions. The principal objective of this volume is to offer a complete presentation of the theory of GMM estimation as well as insights into the use of these methods in empirical studies. It is also designed to serve as a unified framework for teaching estimation theory in econometrics. Contributors to the volume include well-known authorities in the field based in North America, the UK/Europe, and Australia. The work is likely to become a standard reference for graduate students and professionals in economics, statistics, financial modeling, and applied mathematics.

Critical Thinking

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Publisher :
ISBN 13 : 9780071101547
Total Pages : 497 pages
Book Rating : 4.1/5 (15 download)

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Book Synopsis Critical Thinking by : Gregory Bassham

Download or read book Critical Thinking written by Gregory Bassham and published by . This book was released on 2008 with total page 497 pages. Available in PDF, EPUB and Kindle. Book excerpt: Through the use of humour, fun exercises, and a plethora of innovative and interesting selections from writers such as Dave Barry, Al Franken, J.R.R. Tolkien, as well as from the film 'The Matrix', this text hones students' critical thinking skills.