عنوان
پدید آورنده
موضوع
رده
QA273.6 .T753 2007
QA273
.
6
.
T753
2007
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
1601980213
(Number (ISBN
9781601980212
Erroneous ISBN
9781601980205
NATIONAL BIBLIOGRAPHY NUMBER
Number
b778268
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
Copula modeling :
General Material Designation
[Book]
Other Title Information
an introduction for practitioners /
First Statement of Responsibility
Pravin K. Trivedi and David M. Zimmer.
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Hanover, Mass. :
Name of Publisher, Distributor, etc.
Now Publishers,
Date of Publication, Distribution, etc.
©2007.
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
1 online resource (111 pages)
SERIES
Series Title
Foundations and trends in econometrics,
Volume Designation
v. 1, issue 1, p. 1-111
ISSN of Series
1551-3084 ;
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references (pages 98-106).
CONTENTS NOTE
Text of Note
Abstract -- 1. Introduction -- 2. Copulas and dependence -- 3. Generating copulas -- 4. Copula estimation -- 5. Conclusion -- References -- A: Copulas and random number generation -- Updates.
0
SUMMARY OR ABSTRACT
Text of Note
This article explores the copula approach for econometric modeling of joint parametric distributions. Although theoretical foundations of copulas are complex, this paper demonstrates that practical implementation and estimation are relatively straightforward. An attractive feature of parametrically specified copulas is that estimation and inference are based on standard maximum likelihood procedures, and thus copulas can be estimated using desktop econometric software. This represents a substantial advantage of copulas over recently proposed simulation based approaches to joint modeling.
ACQUISITION INFORMATION NOTE
Source for Acquisition/Subscription Address
01251032
OTHER EDITION IN ANOTHER MEDIUM
Title
Copula Modeling : An Introduction for Practitioners.
International Standard Book Number
9781601980205
TOPICAL NAME USED AS SUBJECT
Copulas (Mathematical statistics)
Copulas (Mathematical statistics)
MATHEMATICS-- Probability & Statistics-- Multivariate Analysis.
(SUBJECT CATEGORY (Provisional
MAT-- 029020
DEWEY DECIMAL CLASSIFICATION
Number
519
.
535
Edition
22
LIBRARY OF CONGRESS CLASSIFICATION
Class number
QA273
.
6
Class number
QA273
.
6
Book number
.
T753
2007
PERSONAL NAME - PRIMARY RESPONSIBILITY
Trivedi, P. K.
PERSONAL NAME - ALTERNATIVE RESPONSIBILITY
Zimmer, David M.,1977-
ORIGINATING SOURCE
Date of Transaction
20201203114900.0
Cataloguing Rules (Descriptive Conventions))
pn
ELECTRONIC LOCATION AND ACCESS
Electronic name
مطالعه متن کتاب [Book]
Y
