Download PDF by Roger B. Nelsen: An Introduction to Copulas (Springer Series in Statistics)

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 records is a brand new yet vigorously starting to be box. during this publication the scholar or practitioner of facts and chance will locate discussions of the basic houses of copulas and a few in their basic functions. The purposes comprise the examine of dependence and measures of organization, and the development of households of bivariate distributions. With 116 examples, fifty four figures, and 167 routines, this publication is acceptable as a textual content or for self-study. the one prerequisite is an top point undergraduate direction in likelihood and mathematical data, even if a few familiarity with nonparametric data will be priceless. wisdom of measure-theoretic chance isn't required. The revised moment variation 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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