An Introduction to Copulas
Roger B. Nelsen(Author)
Springer (Publisher)
Published on 23. October 1998
Book
Paperback/Softback
XI, 218 pages
978-0-387-98623-4 (ISBN)
Article exhausted; check for reprint
Description
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.
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.
More details
Series
Language
English
Place of publication
NY
United States
Target group
Professional and scholarly
Illustrations
Illustrations
Dimensions
Height: 23.5 cm
Width: 15.5 cm
Thickness: 12 mm
Weight
338 gr
ISBN-13
978-0-387-98623-4 (9780387986234)
DOI
10.1007/978-1-4757-3076-0
Schweitzer Classification
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Roger B. Nelsen
An Introduction to Copulas
Book
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2nd Edition
Springer
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Content
Introduction * Definitions and Basic Properties * Methods of Constructing Copulas * Archimedean Copulas * Dependence * Additional Topics