An Introduction to Copulas

Roger B. Nelsen - Collection Springer Series In Statistics

270 pages, parution le 06/03/2006 (2^eme édition)

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Résumé

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.

L'auteur - Roger B. Nelsen

Roger Nelsen received his Ph.D. in mathematics from Duke University. Since 1969 he has taught at Lewis & Clark College, where he is professor of mathematics. He currently chairs the editorial board for the Mathematical Association of America's series of Problem Books, and served for ten years as an associate editor of the College Mathematics Journal. He has published expository and research articles in the American Mathematical Monthly, Mathematics Magazine, the College Mathematics Journal, Statistics & Probability Letters, the Journal of Multivariate Analysis, and the Journal of Nonparametric Statistics.

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Sommaire

Preface to the First Edition
Preface to the Second Edition
Introduction
Definitions and Basic Properties
Methods of Constructing Copulas
Archimedean Copulas
Dependence
Additional Topics
References
List of Symbols
Index

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Springer
Auteur(s)	Roger B. Nelsen
Collection	Springer Series In Statistics
Parution	06/03/2006
Édition	2^eme édition
Nb. de pages	270
Format	16 x 24
Couverture	Relié
Poids	530g
Intérieur	Noir et Blanc
EAN13	9780387286594
ISBN13	978-0-387-28659-4