An Introduction to Copulas
Seiten
1998
Springer-Verlag New York Inc.
978-0-387-98623-4 (ISBN)
Springer-Verlag New York Inc.
978-0-387-98623-4 (ISBN)
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Discussions of the fundamental properties of copulas and some of their primary applications are the main focus of this text. The applications include the study of dependence and measures of association, and the construction of families of bivariate distributions.
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. There are nearly a hundred examples and over 150 exercises.
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. There are nearly a hundred examples and over 150 exercises.
Introduction and History.- Definitions and Basic Properties.- Families of Copulas.- Archimedean Copulas.- Dependence Concepts, Orderings, and Measures.- Markov Processes.
| Erscheint lt. Verlag | 1.12.1998 |
|---|---|
| Reihe/Serie | Lecture Notes in Statistics ; v. 139 |
| Zusatzinfo | Illustrations |
| Verlagsort | New York, NY |
| Sprache | englisch |
| Maße | 156 x 234 mm |
| Gewicht | 338 g |
| Einbandart | Paperback |
| Themenwelt | Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik |
| ISBN-10 | 0-387-98623-5 / 0387986235 |
| ISBN-13 | 978-0-387-98623-4 / 9780387986234 |
| Zustand | Neuware |
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