Dependence modeling with copulas / Harry Joe, University of British Columbia, Vancouver, Canada.
Series: Publisher: Boca Raton : CRC Press, Taylor & Francis Group, [2015]Copyright date: ©2015Description: xviii, 462 pages : illustrations ; 27 cmContent type:- text
- unmediated
- volume
- 9781466583221
- 1466583223
| Item type | Current library | Home library | Call number | Materials specified | Copy number | Status | Date due | Barcode | |
|---|---|---|---|---|---|---|---|---|---|
| AM | PERPUSTAKAAN TUN SERI LANANG | PERPUSTAKAAN TUN SERI LANANG KOLEKSI AM-P. TUN SERI LANANG (ARAS 5) | QA273.6.J537 (Browse shelf(Opens below)) | 1 | Available | 00002171950 |
'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.
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