Dependence modelling with copulas
by
Joe, Harry, author.
Title
:
Dependence modelling with copulas
Author
:
Joe, Harry, author.
ISBN
:
9780429103186
Physical Description
:
1 online resource
Series
:
Monographs on statistics and applied probability ; 134
Monographs on statistics and applied probability (Series) ; 134.
Contents
:
1. Introduction -- 2. Basics: dependence, tail behavior and asymmetries -- 3. Copula construction methods -- 4. Parametric copula families and properties -- 5. Inference, diagnostics and model selection -- 6. Computing and algorithms -- 7. Applications and data examples -- 8. Theorems for properties of copulas.
Subject Term
:
Copulas (Mathematical statistics)
Dependence (Statistics)
Probabilities.
Electronic Access
:
| Library | Material Type | Item Barcode | Shelf Number | [[missing key: search.ChildField.HOLDING]] | Status |
|---|
| Online Library | E-Book | 543728-1001 | QA273.6 .J57 2015 | | CRC E-Books |