Download e-book for iPad: An Introduction to Copulas (Springer Series in Statistics) by Roger B. Nelsen

By Roger B. Nelsen

Copulas are features that sign up for multivariate distribution features to their one-dimensional margins. The examine of copulas and their position in statistics is a brand new yet vigorously transforming into box. during this ebook the coed or practitioner of information and chance will locate discussions of the elemental houses of copulas and a few in their basic functions. The purposes contain the research 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 acceptable as a textual content or for self-study. the single prerequisite is an higher point undergraduate path in likelihood and mathematical records, even if a few familiarity with nonparametric information will be valuable. wisdom of measure-theoretic chance isn't really required. The revised moment variation contains 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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