02624nam a22004815i 4500001001800000003000900018005001700027007001500044008004100059020001800100024003500118050001400153072001600167072002300183072001500206100007700221245009500298250001800393264006900411300006400480336002600544337002600570338003600596347002400632490007000656505017300726520067400899650001601573650001801589650001901607650003501626650003601661650007101697650002401768650002601792700007601818710003401894773002601928776003601954776003601990830007002026856004602096978-3-031-56337-9DE-He21320251030112043.0cr nn 008mamaa240515s2024    sz |    s    |||| 0|eng d  a97830315633797 a10.1007/978-3-031-56337-92doi 4aQA276-280 7aPBT2bicssc 7aMAT0290002bisacsh 7aPBT2thema1 aGórecki, Jan.eauthor.4aut4http://id.loc.gov/vocabulary/relators/aut10aHierarchical Archimedean Copulash[electronic resource] /cby Jan Górecki, Ostap Okhrin.  a1st ed. 2024. 1aCham :bSpringer Nature Switzerland :bImprint: Springer,c2024.  aXII, 120 p. 28 illus., 7 illus. in color.bonline resource.  atextbtxt2rdacontent  acomputerbc2rdamedia  aonline resourcebcr2rdacarrier  atext filebPDF2rda1 aSpringerBriefs in Applied Statistics and Econometrics,x2524-41240 aPreface -- 1 Copulas -- 2 Archimedean Copulas -- 3 Construction -- 4 Properties -- 5 Sampling -- 6 Estimation -- 7 Temporal Models and their Applications -- 8 Software.  aThis 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. 0aStatistics. 0aStatistics . 0aProbabilities. 0aStatisticsxComputer programs.14aStatistical Theory and Methods.24aStatistics in Business, Management, Economics, Finance, Insurance.24aProbability Theory.24aStatistical Software.1 aOkhrin, Ostap.eauthor.4aut4http://id.loc.gov/vocabulary/relators/aut2 aSpringerLink (Online service)0 tSpringer Nature eBook08iPrinted edition:z978303156336208iPrinted edition:z9783031563386 0aSpringerBriefs in Applied Statistics and Econometrics,x2524-412440uhttps://doi.org/10.1007/978-3-031-56337-9