An Introduction to Copulas

With 116 examples and 167 exercises

Autori

• Roger B. Nelsen

Parametri

Pagine

292pagine

Tempo di lettura

11ore

• Matematica

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Focusing on the fundamental properties and applications of copulas, this book serves as a valuable resource for students and practitioners in statistics and probability. It delves into their role in understanding dependence and measures of association, while also exploring the creation of families of bivariate distributions. As a growing field, the study of copulas offers insights into multivariate distribution functions and their one-dimensional margins, making this text essential for those looking to deepen their knowledge in this area.

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Lingua: Inglese

Pubblicato: 2006

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