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An Introduction to Copulas
Company: Springer Verlag
Company Url: Click here to open
Year Of Publication: 1999
Month Of Publication: June
Resource Link: Click here to open
Pages: 216
Download Count: 1
View Count: 18024
Comment Num: 0
Language: EN
Source: book
Who Can Read: Free
Date: 8-4-2002
Publisher: Administrator
Summary
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.
Author(s)
Nelsen, Roger B. Sign in to follow this author
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