An Introduction to Copulas

Autori

• Roger B. Nelsen

Parametri

• 288 pagine
• 11 ore di lettura

• Matematica

Maggiori informazioni sul libro

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.

Lingua: Inglese

Pubblicato: 2010

(In brossura)