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Dependence modeling with copulas /
~
Joe, Harry.
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Dependence modeling with copulas /
Record Type:
Language materials, printed : Monograph/item
Title/Author:
Dependence modeling with copulas // Harry Joe.
Author:
Joe, Harry.
Published:
Boca Raton :CRC Press, Taylor & Francis Group, : c2015.,
Description:
xviii, 462 p. :ill. ;27 cm.
Notes:
"A Chapman & Hall book."
[NT 15003449]:
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.
Subject:
Copulas (Mathematical statistics) -
ISBN:
9781466583221
Dependence modeling with copulas /
Joe, Harry.
Dependence modeling with copulas /
Harry Joe. - Boca Raton :CRC Press, Taylor & Francis Group,c2015. - xviii, 462 p. :ill. ;27 cm. - Monographs on statistics and applied probability ;134.
"A Chapman & Hall book."
Includes bibliographical references (p. 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.
ISBN: 9781466583221UK60.99
LCCN: 2014018932Subjects--Topical Terms:
1086625
Copulas (Mathematical statistics)
LC Class. No.: QA273.6 / .J57 2015
Dewey Class. No.: 519.5/35
Dependence modeling with copulas /
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CRC Press, Taylor & Francis Group,
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"A Chapman & Hall book."
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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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518889
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壽豐校區(SF Campus)
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last issue:
1 (2016/10/03)
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六樓西文書區HC-Z(6F Western Language Books)
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六樓西文書區HC-Z(6F Western Language Books)
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