TY  - BOOK
AU  - Joe,Harry
TI  - Dependence modeling with copulas
T2  - Monographs on statistics and applied probability
SN  - 9781466583221
PY  - 2015///]
CY  - Boca Raton
PB  - CRC Press, Taylor & Francis Group
KW  - Copulas (Mathematical statistics)
KW  - Dependence (Statistics)
KW  - Probabilities
N1  - '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
ER  -