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An Introduction to Copulas (Hardcover, 2nd ed. 2006. Corr. 2nd. printing 2007)
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An Introduction to Copulas (Hardcover, 2nd ed. 2006. Corr. 2nd. printing 2007)
Series: Springer Series in Statistics
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Total price: R5,301
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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
|
LSN: |
0-387-28659-4 |
Barcode: |
9780387286594 |
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