Dependence modeling with copulas - Joe, Harry (Boca Raton : CRC Press, Taylor & Francis Group, 2015)
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.
'A Chapman & Hall book.'
Includes bibliographical references (pages 437-458) and index.
Keywords: Copulas (Mathematical statistics).; Dependence (Statistics).; Probabilities