Dependence modeling with copulas
By: Harry Joe, University of British Columbia, Vancouver, Canada
Series: Monographs on statistics and applied probability -- 134
Publisher: CRC Press, Taylor & Francis Group
Published: 2015
Place of publication: Boca Raton
Language: eng
Number of pages: 462
ISBN-13: 9781466583221
Copyright date: 2015
Subjects: Copulas (Mathematical statistics); Dependence (Statistics); Probabilities
Notes: "A Chapman & Hall book."

Includes bibliographical references (pages 437-458) and index.
Table of contents: title: a Chapter 1. Introduction; title: Chapter 2. Basics: dependence, tail behavior and asymmetries; title: Chapter 3. Copula construction methods; title: Chapter 4. Parametric copula families and properties; title: Chapter 5. Inference, diagnostics and model selection; title: Chapter 6. Computing and algorithms; title: Chapter 7. Applications and data examples; title: Chapter 8. Theorems for properties of copulas; title: Appendix A. Laplace transforms and Archimedean generators.