Sinossi
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.
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Contenuti
Introduction * Definitions and Basic Properties * Methods of Constructing Copulas * Archimedean Copulas * Dependence * Additional Topics
Product Description
Book by Nelsen Roger B
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An Introduction to Copulas (Lecture Notes in Statistics)
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An Introduction to Copulas: v. 139 (Lecture Notes in Statistics)
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Springer-Verlag New York Inc., 1998
ISBN 10: 0387986235
ISBN 13: 9780387986234
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An Introduction to Copulas (Lecture Notes in Statistics)
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