Download e-book for kindle: An Introduction to Copulas (Springer Series in Statistics) by Roger B. Nelsen

By Roger B. Nelsen

Copulas are features that sign up for multivariate distribution capabilities to their one-dimensional margins. The research of copulas and their function in information is a brand new yet vigorously transforming into box. during this booklet the scholar or practitioner of information and likelihood will locate discussions of the basic homes of copulas and a few in their basic purposes. The functions contain the research 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 one prerequisite is an higher point undergraduate path in likelihood and mathematical facts, even though a few familiarity with nonparametric records will be invaluable. wisdom of measure-theoretic likelihood isn't required. The revised moment variation comprises new sections on severe worth 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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