An Introduction to Copulas (Springer Series in Statistics) - Tapa dura

Nelsen, Roger B.

 
9780387286594: An Introduction to Copulas (Springer Series in Statistics)
Tapa dura
ISBN 10: 0387286594 ISBN 13: 9780387286594
Editorial: Springer, 2007

Sinopsis

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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De la contraportada

<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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Editorial
Springer
Año de publicación
2007
Idioma
Inglés
ISBN 10 
0387286594
ISBN 13 
9780387286594
Encuadernación
Tapa dura
Número de edición
2
Número de páginas
288
Contacto del fabricante
no disponible
Persona responsable
CMN Printpool Inh. Mathis Neumann
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Friedrich-Karl-Str. 9
Hamburg
Alemania

Otras ediciones populares con el mismo título

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

Edición Destacada

ISBN 10:  1441921095 ISBN 13:  9781441921093
Editorial: Springer, 2010
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