Introduction to Bayesian Estimation and Copula Models of Dependence, 1st Edition, 9781118959015
Hardcover
Bayesian statistics meets copulas: Modeling dependence and managing risk.

Introduction to Bayesian Estimation and Copula Models of Dependence, 1st Edition

$298.32

  • Hardcover

    352 pages

  • Release Date

    9 March 2017

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Summary

Mastering Bayesian Estimation and Copula Models for Dependence

Presents an introduction to Bayesian statistics, with an emphasis on Bayesian methods (prior and posterior), Bayes estimation, prediction, MCMC, Bayesian regression, and Bayesian analysis of statistical models of dependence, and features a focus on copulas for risk management

Introduction to Bayesian Estimation and Copula Models of Dependence emphasizes the applications of Bayesian analy…

Book Details

ISBN-13:9781118959015
ISBN-10:1118959019
Author:Arkady Shemyakin, Alexander Kniazev
Publisher:John Wiley & Sons Inc
Imprint:John Wiley & Sons Inc
Format:Hardcover
Number of Pages:352
Edition:1st
Release Date:9 March 2017
Weight:590g
Dimensions:239mm x 158mm x 25mm
About The Author

Arkady Shemyakin

ARKADY SHEMYAKIN, PhD, is Professor in the Department of Mathematics and Director of the Statistics Program at the University of St. Thomas. A member of the American Statistical Association and the International Society for Bayesian Analysis, Dr. Shemyakin’s research interests include information theory, Bayesian methods of parametric estimation, and copula models in actuarial mathematics, finance, and engineering.

ALEXANDER KNIAZEV, PhD, is Associate Professor and Head of the Department of Mathematics at Astrakhan State University in Russia. Dr. Kniazev’s research interests include representation theory of Lie algebras and finite groups, mathematical statistics, econometrics, and financial mathematics.

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