Book Reviews

DOI10.1080/01621459.2015.1121043MaRDI QIDQ5367489zbMATHOpenAlexFDO

Authors Matthias Scherer

Publication date 13 October 2017

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/01621459.2015.1121043

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) Multivariate analysis (62Hxx) Research exposition (monographs, survey articles) pertaining to statistics (62-02) External book reviews (00A17)

Recommendations

• Dependence Modelling with Copulas. By H.Joe. Boca Raton, Florida CRC Press. 2015. 480 pages. £ 57.99 (hardback). ISBN 978‐1‐4665‐8322‐1.
• 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)
• Copulas and dependence models with applications. Contributions in honor of Roger B. Nelsen
• Copula modeling: An introduction for practitioners
• Dependence modeling with copulas
• Heavy Tails and Copulas. Topics in Dependence Modelling in Economics and Finance
• Simulating Copulas: Stochastic Models, Sampling Algorithms, and Applications
• Pitfalls in modelling dependence structures: explorations with copulas
• scientific article; zbMATH DE number 6448288
• Copula-based regression models: a survey

Cited in

(2)

• scientific article; zbMATH DE number 6444920 (Why is no real title available?)
• Dependence Modelling with Copulas. By H.Joe. Boca Raton, Florida CRC Press. 2015. 480 pages. £ 57.99 (hardback). ISBN 978‐1‐4665‐8322‐1.

Describes a project that uses

Uses Software

• CopulaModel

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