An introduction to copulas

Autori

• Roger B. Nelsen

Parametri

• Matematica
• Lecture notes in statistics

Maggiori informazioni sul libro

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.

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Lingua: Inglese

Pubblicato: 1999