An Introduction to Copulas

Paperback Engels 2010 2e druk 9781441921093
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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

ISBN13:9781441921093
Taal:Engels
Bindwijze:paperback
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