An Introduction to Copulas (Hardcover, 2nd ed. 2006. Corr. 2nd. printing 2007)

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. With nearly a hundred examples and over 150 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. Roger B. Nelsen is Professor of Mathematics at Lewis & Clark College in Portland, Oregon. He is also the author of "Proofs Without Words: Exercises in Visual Thinking," published by the Mathematical Association of America.

General

Imprint:	Springer-Verlag New York
Country of origin:	United States
Series:	Springer Series in Statistics
Release date:	October 2007
First published:	2007
Authors:	Roger B. Nelsen
Dimensions:	235 x 155 x 22mm (L x W x T)
Format:	Hardcover
Pages:	272
Edition:	2nd ed. 2006. Corr. 2nd. printing 2007
ISBN-13:	978-0-387-28659-4
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Promotions
LSN:	0-387-28659-4
Barcode:	9780387286594

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