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.
Electronic Access:
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Library | Material Type | Item Barcode | Shelf Number | Status | Item Holds |
|---|---|---|---|---|---|
Searching... | E-Book | 543728-1001 | QA273.6 .J57 2015 | Searching... | Searching... |