Dependence Modeling with Copulas (Q3190362)

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Dependence Modeling with Copulas
scientific article

    Statements

    title
    Dependence Modeling with Copulas (English)
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    author
    Joe, Harry
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    publication date
    17 September 2014
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    zbMATH Keywords
    copulas
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    dependence concepts
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    likelihood methods
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    simulation
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    tail dependence
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    vine copulas
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    Identifiers

    DOI
    10.1201/b17116
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    Mathematics Subject Classification ID
    62-02
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    62-01
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    62H05
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    62Hxx
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    65C60
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    zbMATH DE Number
    6345338
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    OpenAlex ID
    W390686421
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