Read e-book online An Introduction to Copulas (Springer Series in Statistics) PDF

By Roger B. Nelsen

ISBN-10: 0387286594

ISBN-13: 9780387286594

ISBN-10: 1441921095

ISBN-13: 9781441921093

Copulas are capabilities that subscribe to multivariate distribution capabilities to their one-dimensional margins. The examine of copulas and their function in data is a brand new yet vigorously growing to be box. during this booklet the scholar or practitioner of records and chance will locate discussions of the elemental houses of copulas and a few in their fundamental purposes. The functions contain the examine of dependence and measures of organization, and the development of households of bivariate distributions. With 116 examples, fifty four figures, and 167 workouts, this e-book is acceptable as a textual content or for self-study. the single prerequisite is an higher point undergraduate path in likelihood and mathematical records, even though a few familiarity with nonparametric facts will be beneficial. wisdom of measure-theoretic chance isn't required. The revised moment version 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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