Nelsen An Introduction to Copulas

Erscheinungsjahr 2013
ISBN: 978-1-4757-3076-0
Verlag: Springer US
Format: PDF
Kopierschutz: 1 - PDF Watermark

E-Book, Englisch, 218 Seiten, Web PDF

Reihe: Lecture Notes in Statistics

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.

Zielgruppe

Research

Autoren/Hrsg.

Nelsen, Roger B.

Inhaltsverzeichnis

1 Introduction.- 2 Definitions and Basic Properties.- 3 Methods of Constructing Copulas 4.- 4 Archimedean Copulas.- 5 Dependence.- 6 Additional Topics.- References.- List of Symbols.