Multivariate Models and Dependence Concepts
Joe, Harry
creator
text
Boca Raton, London, New York
Chapman and Hall/CRC
2001
1. Ed., Repr.
monographic
eng
xviii, 399 pp.
from the Table of Contents: Preface; Introduction; Basic concepts of dependence; Fréchet classes; Construction of multivariate distributions; Parametric families of copulas; Multivariate extreme value distributions; Multivariate discrete distributions; Multivariate models with serial dependence; Models from given conditional distributions; Statistical inference and computation; Data analysis and comparison of models; Appendix;
Multivariate analysis
Linear models (Statistics)
Dependence (Statistics)
519 Probabilities and applied mathematics
0-412-07331-5
161206
155952