Dependence modeling with copulas /
Joe, Harry
Dependence modeling with copulas / Harry Joe, University of British Columbia, Vancouver, Canada. - xviii, 462 pages : illustrations ; 27 cm. - Monographs on statistics and applied probability ; 134 .
'A Chapman & Hall book.'
Includes bibliographical references (pages 437-458) and index.
A Chapter 1. Introduction -- Chapter 2. Basics: dependence, tail behavior and asymmetries -- Chapter 3. Copula construction methods -- Chapter 4. Parametric copula families and properties -- Chapter 5. Inference, diagnostics and model selection -- Chapter 6. Computing and algorithms -- Chapter 7. Applications and data examples -- Chapter 8. Theorems for properties of copulas -- Appendix A. Laplace transforms and Archimedean generators.
9781466583221 RM505.44 1466583223
Copulas (Mathematical statistics).
Dependence (Statistics).
Probabilities.
Dependence modeling with copulas / Harry Joe, University of British Columbia, Vancouver, Canada. - xviii, 462 pages : illustrations ; 27 cm. - Monographs on statistics and applied probability ; 134 .
'A Chapman & Hall book.'
Includes bibliographical references (pages 437-458) and index.
A Chapter 1. Introduction -- Chapter 2. Basics: dependence, tail behavior and asymmetries -- Chapter 3. Copula construction methods -- Chapter 4. Parametric copula families and properties -- Chapter 5. Inference, diagnostics and model selection -- Chapter 6. Computing and algorithms -- Chapter 7. Applications and data examples -- Chapter 8. Theorems for properties of copulas -- Appendix A. Laplace transforms and Archimedean generators.
9781466583221 RM505.44 1466583223
Copulas (Mathematical statistics).
Dependence (Statistics).
Probabilities.