Dependence Modeling with Copulas /
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| Format: | eBook |
| Language: | English |
| Published: |
Boca Raton :
CRC Press,
[2015]
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| Series: | Monographs on statistics and applied probability (Series) ;
134. |
| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
Table of Contents:
- Front Cover; Contents; Preface; Notation and abbreviations; 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; Bibliography; Back Cover