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Dependence modeling with copulas /

~

Joe, Harry.

Dependence modeling with copulas /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Dependence modeling with copulas /Harry Joe.
作者:	Joe, Harry.
出版者:	Boca Raton :CRC Press, Taylor & Francis Group,c2015.
面頁冊數:	xviii, 462 p. :ill. ;26 cm.
附註:	"A Chapman & Hall book."
標題:	Copulas (Mathematical statistics)
ISBN:	9781466583221 (hbk.) :

Dependence modeling with copulas /
Joe, Harry.

Dependence modeling with copulas /Harry Joe. - Boca Raton :CRC Press, Taylor & Francis Group,c2015. - xviii, 462 p. :ill. ;26 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: 9781466583221 (hbk.) :NT$2494

LCCN: 2014018932Subjects--Topical Terms:

247625
Copulas (Mathematical statistics)

LC Class. No.: QA273.6 / .J57 2015

Dewey Class. No.: 519.5/35

Dependence modeling with copulas /
LDR:01177cam a2200241 a 4500 001 457922
003 DLC
005 20150814092117.0
008 150922s2015 flua b 001 0 eng
010 $a 2014018932
020 $a 9781466583221 (hbk.) : $c NT$2494
020 $a 1466583223 (hbk.)
035 $a 2014018932
040 $a DLC $b eng $c DLC $d DLC
042 $a pcc
050 0 0 $a QA273.6 $b .J57 2015
082 0 0 $a 519.5/35 $2 23
100 1 $a Joe, Harry. $3 541312
245 1 0 $a Dependence modeling with copulas / $c Harry Joe.
260 $a Boca Raton : $b CRC Press, Taylor & Francis Group, $c c2015.
300 $a xviii, 462 p. : $b ill. ; $c 26 cm.
490 0 $a Monographs on statistics and applied probability ; $v 134
500 $a "A Chapman & Hall book."
504 $a Includes bibliographical references (p. 437-[458]) and index.
505 0 $a 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.
650 0 $a Copulas (Mathematical statistics) $3 247625
650 0 $a Dependence (Statistics) $3 273486
650 0 $a Probabilities. $3 182046

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