Joe, Harry <br/><br/>
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 .
<br/><br/> 'A Chapman & Hall book.' 
<br/><br/>Includes bibliographical references (pages 437-458) and index. 
<br/><br/>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. 
<br/><br/><label>ISBN: </label>9781466583221  RM505.44 1466583223 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Copulas (Mathematical statistics).<br/>Dependence (Statistics).<br/>Probabilities.