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An Introduction to Copulas Book PDF 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. Roger B. Nelsen is Professor of Mathematics at Lewis & Clark College in Portland, Oregon. He is also the author of "Proofs Without Words: Exercises in Visual Thinking," published by the Mathematical Association of America.

Detail Book of An Introduction to Copulas PDF

An Introduction to Copulas
  • Author : Roger B. Nelsen
  • Release : 09 March 2013
  • Publisher : Springer Science & Business Media
  • ISBN : 9781475730760
  • Genre : Mathematics
  • Total Page : 227 pages
  • Language : English
  • PDF File Size : 12,5 Mb

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An Introduction to Copulas

An Introduction to Copulas Author : Roger B. Nelsen
Publisher : Springer Science & Business Media
File Size : 22,7 Mb
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Copulas are functions that join multivariate distribution functions to their one-dimensional margins...

An Introduction to Copulas

An Introduction to Copulas Author : Roger B. Nelsen
Publisher : Springer Science & Business Media
File Size : 44,5 Mb
Get Book
The study of copulas and their role in statistics is a new but vigorously growing field. In this boo...

An Introduction to Copulas

An Introduction to Copulas Author : Roger B. Nelsen
Publisher : Springer Science & Business Media
File Size : 24,6 Mb
Get Book
The study of copulas and their role in statistics is a new but vigorously growing field. In this boo...

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Principles of Copula Theory explores the state of the art on copulas and provides you with the found...