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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.
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.
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
Medium: Taschenbuch
Inhalt: xiv
272 S.
ISBN-13: 9781441921093
ISBN-10: 1441921095
Sprache: Englisch
Einband: Kartoniert / Broschiert
Autor: Nelsen, Roger B.
Auflage: Softcover reprint of hardcover 2nd edition 2006
Hersteller: Springer
Springer US, New York, N.Y.
Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, D-69121 Heidelberg, juergen.hartmann@springer.com
Maße: 235 x 155 x 16 mm
Von/Mit: Roger B. Nelsen
Erscheinungsdatum: 19.11.2010
Gewicht: 0,441 kg
Artikel-ID: 107219661