An Introduction to Copulas: v. 139 - Brossura

Nelsen, Roger B.

Brossura

ISBN 10: 0387986235 ISBN 13: 9780387986234

Casa editrice: Springer Verlag, 1998

Riassunto

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. There are nearly a hundred examples and over 150 exercises.

Su questo libro

Contenuti

Introduction * Definitions and Basic Properties * Methods of Constructing Copulas * Archimedean Copulas * Dependence * Additional Topics

Product Description

Book by Nelsen Roger B

Dettagli dell'edizione

• Editore: Springer Verlag
• Data di pubblicazione: 1998
• Lingua: Inglese
• ISBN 10: 0387986235
• ISBN 13: 9780387986234
• Rilegatura: Copertina flessibile
• Numero edizione: 1
• Numero di pagine: 216
• Contatto del produttore: non disponibile
• Persona responsabile: Springer Nature Customer Service Center GmbH; ProductSafety@springernature.com; ; Europaplatz 3; Heidelberg; 69115; Germania