عنوان
پدید آورنده
موضوع
رده
QA273.6 .T753 2007
QA273
.
6
.
T753
2007
کتابخانه
محل استقرار
1601980213
9781601980212
9781601980205
b778268
Copula modeling :
[Book]
an introduction for practitioners /
Pravin K. Trivedi and David M. Zimmer.
Hanover, Mass. :
Now Publishers,
©2007.
1 online resource (111 pages)
Foundations and trends in econometrics,
v. 1, issue 1, p. 1-111
1551-3084 ;
Includes bibliographical references (pages 98-106).
Abstract -- 1. Introduction -- 2. Copulas and dependence -- 3. Generating copulas -- 4. Copula estimation -- 5. Conclusion -- References -- A: Copulas and random number generation -- Updates.
0
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.
01251032
Copula Modeling : An Introduction for Practitioners.
9781601980205
Copulas (Mathematical statistics)
Copulas (Mathematical statistics)
MATHEMATICS-- Probability & Statistics-- Multivariate Analysis.
MAT-- 029020
519
.
535
22
QA273
.
6
QA273
.
6
.
T753
2007
Trivedi, P. K.
Zimmer, David M.,1977-
20201203114900.0
pn
مطالعه متن کتاب [Book]
Y
