Dependence Modeling with Copulas / (Record no. 30505)
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000 -LEADER | |
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fixed length control field | 01677nam a2200253Ia 4500 |
001 - CONTROL NUMBER | |
control field | 40947 |
003 - CONTROL NUMBER IDENTIFIER | |
control field | IN-BdCUP |
005 - DATE AND TIME OF LATEST TRANSACTION | |
control field | 20230421155107.0 |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
fixed length control field | 230413s2023 000 0 eng |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
International Standard Book Number | 9781466583221 |
040 ## - CATALOGING SOURCE | |
Language of cataloging | eng |
Transcribing agency | IN-BdCUP |
041 ## - LANGUAGE CODE | |
Language code of text/sound track or separate title | eng |
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
Classification number | 519.535 |
Item number | JOE |
100 ## - MAIN ENTRY--PERSONAL NAME | |
Personal name | Joe, Harry |
245 #0 - TITLE STATEMENT | |
Title | Dependence Modeling with Copulas / |
Statement of responsibility, etc. | Joe, Harry |
260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
Place of publication, distribution, etc. | London : |
Name of publisher, distributor, etc. | CRC Press, |
Date of publication, distribution, etc. | 2014. |
300 ## - PHYSICAL DESCRIPTION | |
Extent | 480 p. ; |
Dimensions | 25 cm. |
520 ## - SUMMARY, ETC. | |
Summary, etc. | Dependence Modeling with Copulas covers the substantial advances that have taken place in the field during the last 15 years, including vine copula modeling of high-dimensional data. Vine copula models are constructed from a sequence of bivariate copulas. The book develops generalizations of vine copula models, including common and structured factor models that extend from the Gaussian assumption to copulas. It also discusses other multivariate constructions and parametric copula families that have different tail properties and presents extensive material on dependence and tail properties to assist in copula model selection. The author shows how numerical methods and algorithms for inference and simulation are important in high-dimensional copula applications. He presents the algorithms as pseudocode, illustrating their implementation for high-dimensional copula models. He also incorporates results to determine dependence and tail properties of multivariate distributions for future constructions of copula models. |
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name entry element | Statistics |
Topical term or geographic name entry element | Probabilities |
Topical term or geographic name entry element | Dependence Modeling with Copulas |
Topical term or geographic name entry element | Copulas (Mathematical statistics) |
942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
Source of classification or shelving scheme | Dewey Decimal Classification |
Koha item type | Book |
Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Home library | Current library | Date acquired | Source of acquisition | Cost, normal purchase price | Bill number | Total checkouts | Full call number | Barcode | Date last seen | Actual Cost, replacement price | Bill Date | Koha item type |
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Dewey Decimal Classification | Ranganathan Library | Ranganathan Library | 30/01/2020 | Overseas Press (I) Pvt. Ltd., New Delhi | 6600.43 | IN28959 | 519.535 JOE | 037745 | 13/04/2023 | 4290.28 | 30/12/2019 | Book |