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

By Roger B. Nelsen

ISBN-10: 0387286594

ISBN-13: 9780387286594

ISBN-10: 1441921095

ISBN-13: 9781441921093

Copulas are services that sign up for multivariate distribution capabilities to their one-dimensional margins. The learn of copulas and their position in facts is a brand new yet vigorously transforming into box. during this publication the coed or practitioner of data and likelihood will locate discussions of the elemental houses of copulas and a few in their fundamental purposes. The functions 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 routines, this booklet is acceptable as a textual content or for self-study. the single prerequisite is an higher point undergraduate direction in likelihood and mathematical statistics, even if a few familiarity with nonparametric information will be worthy. wisdom of measure-theoretic likelihood isn't really required. The revised moment version contains new sections on severe price 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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