Dependence Modeling with Copulas / (Record no. 30505)

MARC details
000 -LEADER
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
Holdings
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
    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
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