Dependence Modeling with Copulas, by Harry Joe. Monographs on Statistics and Applied probability 134, Published by CRC Press, 2015. Total number of pages: 18 + 462. ISBN: 978‐1‐4665‐8322‐1 (Hardback)

DOI10.1111/jtsa.12126zbMath1316.00013OpenAlexW1981595026MaRDI QIDQ5256822

Alexander J. McNeil

Publication date: 29 June 2015

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/jtsa.12126

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02) External book reviews (00A17) Multivariate analysis (62Hxx)

Uses Software

• CopulaModel

Cites Work

• Unnamed Item
• CopulaModel
• An introduction to copulas.