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Book Cover
Author Nelsen, Roger B.

Title An introduction to copulas / Roger B. Nelsen
Edition 2nd ed
Published New York : Springer, ©2006


Description 1 online resource (xiii, 269 pages) : illustrations
Series Springer Series in Statistics, 0172-7397
Springer series in statistics. 0172-7397
Contents Introduction -- Definitions and Basic Properties -- Methods of Constructing Copulas -- Archimedean Copulas -- Dependence -- Additional Topics
Summary "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."--Publisher description
Bibliography Includes bibliographical references (pages 251-261) and index
Notes Print version record
In Springer e-books
Subject Copulas (Mathematical statistics)
Statistics as Topic
MATHEMATICS -- Probability & Statistics -- Multivariate Analysis.
Copules (Statistique mathématique)
Probabilidade aplicada.
Distribuições (probabilidade)
Ordenação estocástica.
Multivariate analyse.
Copulas (Mathematical statistics)
Copulas (Mathematical statistics)
Multivariate analyse.
Probabilidade aplicada.
Distribuições (probabilidade)
Ordenação estocástica.
Form Electronic book
ISBN 9780387286785