Dekorationsartikel gehören nicht zum Leistungsumfang.
An Introduction to Copulas
Buch von Roger B. Nelsen
Sprache: Englisch

154,95 €*

inkl. MwSt.

Versandkostenfrei per Post / DHL

Lieferzeit 2-3 Wochen

Kategorien:
Beschreibung
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 116 examples, 54 figures, and 167 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. The revised second edition includes new sections on extreme value copulas, tail dependence, and quasi-copulas.
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 116 examples, 54 figures, and 167 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. The revised second edition includes new sections on extreme value copulas, tail dependence, and quasi-copulas.
Zusammenfassung
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.
Inhaltsverzeichnis
Definitions and Basic Properties.- Methods of Constructing Copulas.- Archimedean Copulas.- Dependence.- Additional Topics.
Details
Erscheinungsjahr: 2006
Fachbereich: Wahrscheinlichkeitstheorie
Genre: Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Buch
Seiten: 292
Reihe: Springer Series in Statistics
Inhalt: xiv
272 S.
54 Illustr.
ISBN-13: 9780387286594
ISBN-10: 0387286594
Sprache: Englisch
Herstellernummer: 11364313
Ausstattung / Beilage: HC runder Rücken kaschiert
Einband: Gebunden
Autor: Nelsen, Roger B.
Auflage: 2nd ed. 2006
Hersteller: Springer New York
Springer US, New York, N.Y.
Springer Series in Statistics
Maße: 241 x 160 x 22 mm
Von/Mit: Roger B. Nelsen
Erscheinungsdatum: 13.01.2006
Gewicht: 0,606 kg
preigu-id: 102236522
Zusammenfassung
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.
Inhaltsverzeichnis
Definitions and Basic Properties.- Methods of Constructing Copulas.- Archimedean Copulas.- Dependence.- Additional Topics.
Details
Erscheinungsjahr: 2006
Fachbereich: Wahrscheinlichkeitstheorie
Genre: Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Buch
Seiten: 292
Reihe: Springer Series in Statistics
Inhalt: xiv
272 S.
54 Illustr.
ISBN-13: 9780387286594
ISBN-10: 0387286594
Sprache: Englisch
Herstellernummer: 11364313
Ausstattung / Beilage: HC runder Rücken kaschiert
Einband: Gebunden
Autor: Nelsen, Roger B.
Auflage: 2nd ed. 2006
Hersteller: Springer New York
Springer US, New York, N.Y.
Springer Series in Statistics
Maße: 241 x 160 x 22 mm
Von/Mit: Roger B. Nelsen
Erscheinungsdatum: 13.01.2006
Gewicht: 0,606 kg
preigu-id: 102236522
Warnhinweis

Ähnliche Produkte

Ähnliche Produkte

Buch