Roger B. Nelsen

eBook, PDF

An Introduction to Copulas (eBook, PDF)

Beschreibung

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.

Technische Details

• Geräte: PC
• ohne Kopierschutz
• Größe: 2.15MB

Barrierefreiheit

• Text-to-Speech

Autor

Roger B. Nelsen, Lewis & Clark College, Portland, OR, USA

Produktdetails

• Verlag: Springer US
• Seitenzahl: 272
• Erscheinungstermin: 10. Juni 2007
• Englisch
• ISBN-13: 9780387286785
• Artikelnr.: 37287846

Rezensionen

From the reviews of the second edition: "This introductory and informative text on copulas is clearly written and from an educational standpoint will presented. With more than a hundred examples and over 160 exercise, this book is suitable as a textbook or for self-study. The only prerequisite is an upper level undergraduate course in probability and mathematical statistics. The second edition maintains the basic organizing of the material and the general level of presentation as the first one from 1999. The major additions are sections on: copula transformation methods; extreme value copulas; copulas with specific analytic or functional properties; tail dependence and quasi-copulas. " (Piotr Jaworski, Zentrablatt MATH, 2009, 1152) "This introductory and informative text on copulas ... is clearly written and from an educational standpoint well presented. ... In addition to its primary use as an introductory book on copulas, this text could also serve as a complement to a graduate course or seminar in multivariate analysis focusing on dependence concepts. Readership: people interested in dependence concepts in multivariate analysis. ... many will be pleased to have a copy of this new text in their personal library ... ." (Radu Theodorescu, Mathematical Reviews, 2006 i)