Title	Statistical Inference of Vine Copulas using the R-Package VineCopula
Creator	Brechmann, Eike
Publisher	Banff International Research Station for Mathematical Innovation and Discovery
Date Issued	2013-05-23
Description	In this talk, the R-package VineCopula will be presented and illustrated by means of an example data set. The package contains functions for statistical inference of vine copulas and tools for exploratory data analysis and selection of bivariate copulas as building blocks of vine copulas. Vine trees can be selected using a tree-by-tree approach. Models can be estimated by joint maximum likelihood estimation and standard errors of model parameters are provided. Algorithms for sampling and illustrating vine copulas are also included.
Extent	34 minutes
Subject	Mathematics; Statistics; Probability theory and stochastic processes
Type	Moving Image
File Format	video/mp4
Language	eng
Notes	Author affiliation: Technische Universitaet Muenchen
Series	BIRS Workshop Lecture Videos (Banff, Alta)
Date Available	2014-10-04
Provider	Vancouver : University of British Columbia Library
Rights	Attribution-NonCommercial-NoDerivs 2.5 Canada
DOI	10.14288/1.0044036
URI	http://hdl.handle.net/2429/50583
Affiliation	Non UBC
Peer Review Status	Unreviewed
Scholarly Level	Graduate
Rights URI	http://creativecommons.org/licenses/by-nc-nd/2.5/ca/
Aggregated Source Repository	DSpace

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