An Introduction to Copulas

Gebonden Engels 2007 2e druk 9780387286594
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Samenvatting

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. This book is suitable as a text or for self-study.

Specificaties

ISBN13:9780387286594
Taal:Engels
Bindwijze:gebonden
Aantal pagina's:272
Uitgever:Springer New York
Druk:2

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Inhoudsopgave

Definitions and Basic Properties.- Methods of Constructing Copulas.- Archimedean Copulas.- Dependence.- Additional Topics.

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€ 192,99
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        An Introduction to Copulas