An Introduction to Copulas - Couverture souple

Nelsen, Roger

Couverture souple

ISBN 10 : 0387986235 ISBN 13 : 9780387986234

Editeur : Springer-Verlag New York Inc., 1998

Synopsis

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. There are nearly a hundred examples and over 150 exercises.

Détails de l'édition

• Éditeur: Springer-Verlag New York Inc.
• Date d'édition: 1998
• Langue: anglais
• ISBN 10: 0387986235
• ISBN 13: 9780387986234
• Reliure: Broché
• Nombre de pages: 236
• Coordonnées du fabricant: non disponible
• Personne responsable: CMN Printpool Inh. Mathis Neumann; https://www.also.com/ec/cms5/en_6000/6000/index.jsp; ; Friedrich-Karl-Str. 9; Hamburg; Allemagne