EAN: 9783319896342

USE R! ELEMENTS OF COPULA MODELING WITH R - M...

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.

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