By Roger B. Nelsen

Copulas are services that subscribe to multivariate distribution capabilities to their one-dimensional margins. The research of copulas and their function in records is a brand new yet vigorously starting to be box. during this booklet the coed or practitioner of information and chance will locate discussions of the basic homes of copulas and a few in their basic functions. The functions comprise the research of dependence and measures of organization, and the development of households of bivariate distributions. With 116 examples, fifty four figures, and 167 routines, this e-book is appropriate as a textual content or for self-study. the single prerequisite is an higher point undergraduate direction in likelihood and mathematical data, even if a few familiarity with nonparametric statistics will be valuable. wisdom of measure-theoretic likelihood isn't required. The revised moment variation comprises new sections on severe worth copulas, tail dependence, and quasi-copulas.

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An Introduction to Copulas (Springer Series in Statistics) by Roger B. Nelsen


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