An Introduction to Copulas

Autor*innen

• Roger B. Nelsen

Parameter

• 288 Seiten
• 11 Lesestunden

• Mathematik

Mehr zum Buch

Focusing on the emerging field of copulas, this book delves into their fundamental properties and statistical applications. It serves as a resource for students and practitioners, exploring how copulas connect multivariate distribution functions to their one-dimensional margins. Key topics include analyzing dependence, measures of association, and developing families of bivariate distributions, making it a valuable guide for those interested in advanced statistical methods.

• Sprache: Englisch
• Erscheinungsdatum: 2010
• Einband: Paperback