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Ties, Time Series, and Regression

  • Marius Hofert
  • Ivan Kojadinovic
  • Martin Mächler
  • Jun Yan
Chapter
Part of the Use R! book series (USE R)

Abstract

This chapter is concerned with more advanced topics in copula modeling such as the handling of ties, time series, and covariates (in a regression-like setting).

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Copyright information

© Springer International Publishing AG, part of Springer Nature 2018

Authors and Affiliations

  • Marius Hofert
    • 1
  • Ivan Kojadinovic
    • 2
  • Martin Mächler
    • 3
  • Jun Yan
    • 4
  1. 1.Department of Statistics and Actuarial ScienceUniversity of WaterlooWaterlooCanada
  2. 2.Laboratory of Mathematics and its ApplicationsUniversity of Pau and Pays de l’AdourPauFrance
  3. 3.Seminar for StatisticsETH ZurichZurichSwitzerland
  4. 4.Department of StatisticsUniversity of ConnecticutStorrsUSA

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