March 2017
Beginner to intermediate
352 pages
9h 18m
English
book
Introduction to Bayesian Estimation and Copula Models of Dependence
by Arkady Shemyakin, Alexander Kniazev
Content preview from Introduction to Bayesian Estimation and Copula Models of Dependence
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Index
a
- A-volume
- ABS
- accept-reject method
- acceptance probability
- acceptance rate
- Akaike information criterion (AIC)
- antithtetic variables
- Archimedean copula
- association parameter
- autocorrelation
- sample (SACF)
- autoregressive models
b
- backcasting
- bank size
- baseline hazard
- Bayes
- empirical
- nonparametric
- estimator
- factor
- empirical
- Bayesian
- inference
- Bayesian information criterion (BIC)
- BB1
- copula
- beta-geometric (BG)
- bias
- Black-Scholes formula
- block updates
- Box-Mueller algorithm
- broken heart syndrome
- burn-in
c
- C-vine
- CDO
- censoring
- central limit theorem
- Clayton copula
- cluster copula
- co-copula
- coefficient of determination
- common disaster
- common lifestyle
- common shock
- communicating class
- computer assembly
- concordance
- concordant
- conditional probability
- control variates
- copula
- i
- Archimedean
- hierarchical
- BB1
- Clayton
- cluster
- density
- dual
- elliptical
- empirical
- Farlie-Gumbel-Morgenstern (FGM)
- Frank
- Gaussian
- Gumbel-Hougaard
- hierarchical
- inner
- maximum
- minimum
- nesting
- outer
- pair
- product
- RLUF
- survival
- vine
- copula function
- copula parameter
- correlation
- matrix
- rank
- Kendall
- Spearman
- coupling
- backward
- from the past (CFTP)
- covariance
- matrix
- Cox model
- Cramer-von Mises test
- crankshaft position sensor
- credible
- interval
- critical region
- cumulative distribution function
- customer retention
d
- D-vine
- degrees of freedom
- density
- copula
- instrumental
- joint
- marginal
- predictive
- posterior
- stationary state
- target
- transition
- detailed balance equation
- deviance
- deviance information ...
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O’Reilly covers everything we've got, with content to help us build a world-class technology community, upgrade the capabilities and competencies of our teams, and improve overall team performance as well as their engagement.Julian F.
I wanted to learn C and C++, but it didn't click for me until I picked up an O'Reilly book. When I went on the O’Reilly platform, I was astonished to find all the books there, plus live events and sandboxes so you could play around with the technology.Addison B.
I’ve been on the O’Reilly platform for more than eight years. I use a couple of learning platforms, but I'm on O'Reilly more than anybody else. When you're there, you start learning. I'm never disappointed.Amir M.
I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.