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Dependence modeling with copulas / Harry Joe
Resource type: Ressourcentyp: BuchBookLanguage: English Series: A Chapman & Hall book | A CRC title | Monographs on statistics and applied probability ; 134Publisher: Boca Raton, Fla. [u.a.] : CRC Press, 2015Description: XVIII, 462 S. : graph. DarstISBN:- 9781466583221
- 519.5/35 23
- 519.535
- QA273.6
- QA273.6 .D384 2014
Contents:
Call number: Grundsignatur: 2017 E 520PPN: PPN: 78609138X
a Chapter 1. Introduction-- Chapter 2. Basics: dependence, tail behavior and asymmetriesChapter 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.
| Item type | Home library | Shelving location | Call number | Status | Date due | Barcode | |
|---|---|---|---|---|---|---|---|
| Freihandbestand ausleihbar | Fachbibliothek Mathematik | Bibliothek / frei aufgestellt | Stoch. / Joe | Available | 36565711090 | ||
| Freihandbestand ausleihbar | Fachbibliothek Mathematik | Bibliothek / frei aufgestellt | Stoch. / Joe | Available | 36649141090 | ||
| Handbibliothek | Fakultät für Wirtschaftswissenschaften | 2017 E 520 | Checked out Ausleihe und Einsicht nicht möglich | 30.06.2037 | 53076770090 | ||
| Institutsbestand | ITS | VIII b 1,1(1) | Not for loan |
Total holds: 0