Dependence modeling with copulas - Info and Reading Options
By Harry Joe
"Dependence modeling with copulas" was published by CRC Press, Taylor & Francis Group in 2015 - Boca Raton, it has 462 pages and the language of the book is English.
“Dependence modeling with copulas” Metadata:
- Title: ➤ Dependence modeling with copulas
- Author: Harry Joe
- Language: English
- Number of Pages: 462
- Publisher: ➤ CRC Press, Taylor & Francis Group
- Publish Date: 2015
- Publish Location: Boca Raton
“Dependence modeling with copulas” Subjects and Themes:
- Subjects: ➤ Copulas (Mathematical statistics) - Dependence (Statistics) - Probabilities - Copules (Statistique mathématique) - Dépendance (Statistique) - Probabilités - Probability - MATHEMATICS - Applied - Probability & Statistics - General - Copulas (mathematical statistics) - Dependence (statistics)
Edition Specifications:
- Pagination: xviii, 462 pages
Edition Identifiers:
- The Open Library ID: OL31025092M - OL23191108W
- Online Computer Library Center (OCLC) ID: 884594998
- Library of Congress Control Number (LCCN): 2014018932
- ISBN-13: 9781466583221
- ISBN-10: 1466583223
- All ISBNs: 1466583223 - 9781466583221
AI-generated Review of “Dependence modeling with copulas”:
"Dependence modeling with copulas" Table Of Contents:
- 1- a Chapter 1. Introduction
- 2- Chapter 2. Basics: dependence, tail behavior and asymmetries
- 3- Chapter 3. Copula construction methods
- 4- Chapter 4. Parametric copula families and properties
- 5- Chapter 5. Inference, diagnostics and model selection
- 6- Chapter 6. Computing and algorithms
- 7- Chapter 7. Applications and data examples
- 8- Chapter 8. Theorems for properties of copulas
- 9- Appendix A. Laplace transforms and Archimedean generators.
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