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Dependence Modeling with Copulas covers the substantial advances that have taken place in the field during the last 15 years, including vine copula modeling of high-dimensional data. Vine copula models are constructed from a sequence of bivariate copulas. The book develops generalizations of vine copula models, including common and structured factor models that extend from the Gaussian assumption to copulas. It also discusses other multivariat...

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This book is devoted to (a) multivariate models for non-normal re­ sponse, an area of probability and statistics with increasing activity and applications, and (b) dependence concepts that are useful for analysing properties of multivariate models. It also adds to the knowledge of the space of multivariate distributions. By a multivariate model, I mean a parametric statistical model for a multivariate response, possibly with covariates. Exampl...