An Introduction to Copulas (Springer Series in Statistics) - Hardcover

Nelsen, Roger B.

 
9780387286594: An Introduction to Copulas (Springer Series in Statistics)
Hardcover
ISBN 10: 0387286594 ISBN 13: 9780387286594
Verlag: Springer, 2007

Inhaltsangabe

The study of copulas and their role in statistics is a new but vigorously growing field. In this book the student or practitioner of statistics and probability will find discussions of the fundamental properties of copulas and some of their primary applications. The applications include the study of dependence and measures of association, and the construction of families of bivariate distributions. This book is suitable as a text or for self-study.

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<p>Copulas are functions that join multivariate distribution functions to their one-dimensional margins. The study of copulas and their role in statistics is a new but vigorously growing field. In this book the student or practitioner of statistics and probability will find discussions of the fundamental properties of copulas and some of their primary applications. The applications include the study of dependence and measures of association, and the construction of families of bivariate distributions.</p><p>With 116 examples, 54 figures, and 167 exercises, this book is suitable as a text or for self-study. The only prerequisite is an upper level undergraduate course in probability and mathematical statistics, although some familiarity with nonparametric statistics would be useful. Knowledge of measure-theoretic probability is not required. The revised second edition includes new sections on extreme value copulas, tail dependence, and quasi-copulas. </p><p></p><p>Roger B. Nelsen is Professor of Mathematics at Lewis &amp; Clark College in Portland, Oregon. He is also the author of Proofs Without Words: Exercises in Visual Thinking and Proofs Without Words II: More Exercises in Visual Thinking, published by the Mathematical Association of America.</p>

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Verlag
Springer
Erscheinungsdatum
2007
Sprache
Englisch
ISBN 10 
0387286594
ISBN 13 
9780387286594
Einband
Tapa dura
Auflage
2
Anzahl der Seiten
288
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
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Hamburg
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Weitere beliebte Ausgaben desselben Titels

9781441921093: An Introduction to Copulas (Springer Series in Statistics)

Vorgestellte Ausgabe

ISBN 10:  1441921095 ISBN 13:  9781441921093
Verlag: Springer, 2010
Softcover