Dependence modelling with copulas
tarafından
Joe, Harry, author.
Başlık
:
Dependence modelling with copulas
Yazar
:
Joe, Harry, author.
ISBN
:
9780429103186
Fiziksel Tanımlama
:
1 online resource
Seri
:
Monographs on statistics and applied probability ; 134
Monographs on statistics and applied probability (Series) ; 134.
İçerik
:
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.
Konu Terimleri
:
Copulas (Mathematical statistics)
Dependence (Statistics)
Probabilities.
Elektronik Erişim
:
| Kütüphane | Materyal Türü | Demirbaş Numarası | Yer Numarası | [[missing key: search.ChildField.HOLDING]] | Durumu/İade Tarihi |
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| Çevrimiçi Kütüphane | E-Kitap | 543728-1001 | QA273.6 .J57 2015 | | CRC E-Books |