Roger B. Nelsen's An Introduction to Copulas (Springer Series in Statistics) PDF

By Roger B. Nelsen

ISBN-10: 0387286594

ISBN-13: 9780387286594

ISBN-10: 1441921095

ISBN-13: 9781441921093

Copulas are features that subscribe to multivariate distribution capabilities to their one-dimensional margins. The examine of copulas and their position in information is a brand new yet vigorously transforming into box. during this booklet the coed or practitioner of facts and chance will locate discussions of the basic houses of copulas and a few in their basic functions. The functions contain the examine of dependence and measures of organization, and the development of households of bivariate distributions. With 116 examples, fifty four figures, and 167 workouts, this publication is appropriate as a textual content or for self-study. the single prerequisite is an higher point undergraduate path in likelihood and mathematical facts, even though a few familiarity with nonparametric facts will be valuable. wisdom of measure-theoretic chance isn't required. The revised moment version comprises new sections on severe worth copulas, tail dependence, and quasi-copulas.

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An Introduction to Copulas (Springer Series in Statistics) by Roger B. Nelsen

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