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- catalog abstract "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. With nearly a hundred examples and over 150 exercises, this book is suitable as a text or for self-study. The only prerequisite is an upper level undergraduate course in probability and mathematical statistics, although some familiarity with nonparametric statistics would be useful. Knowledge of measure-theoretic probability is not required. Roger B. Nelsen is Professor of Mathematics at Lewis & Clark College in Portland, Oregon. He is also the author of "Proofs Without Words: Exercises in Visual Thinking," published by the Mathematical Association of America.".
- catalog contributor b10988410.
- catalog created "1998.".
- catalog date "1998".
- catalog date "1998.".
- catalog dateCopyrighted "1998.".
- catalog description "1. Introduction -- 2. Definitions and basic properties -- 3. Methods of constructing copulas -- 4. Archimedean copulas -- 5. Dependence -- 6. Additional topics.".
- catalog description "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. With nearly a hundred examples and over 150 exercises, this book is suitable as a text or for self-study. The only prerequisite is an upper level undergraduate course in probability and mathematical statistics, although some familiarity with nonparametric statistics would be useful. Knowledge of measure-theoretic probability is not required. Roger B. Nelsen is Professor of Mathematics at Lewis & Clark College in Portland, Oregon. He is also the author of "Proofs Without Words: Exercises in Visual Thinking," published by the Mathematical Association of America.".
- catalog description "Includes bibliographical references and index.".
- catalog extent "xi, 216 p. :".
- catalog identifier "0387986235 (softcover : alk. paper)".
- catalog isPartOf "Lecture notes in statistics (Springer-Verlag) ; v. 139.".
- catalog isPartOf "Lecture notes in statistics ; 139".
- catalog issued "1998".
- catalog issued "1998.".
- catalog language "eng".
- catalog publisher "New York : Springer,".
- catalog subject "519.5/35 21".
- catalog subject "Copulas (Mathematical statistics)".
- catalog subject "Finance.".
- catalog subject "Mathematical statistics.".
- catalog subject "QA273.6 .N45 1998".
- catalog subject "Statistics.".
- catalog tableOfContents "1. Introduction -- 2. Definitions and basic properties -- 3. Methods of constructing copulas -- 4. Archimedean copulas -- 5. Dependence -- 6. Additional topics.".
- catalog title "An introduction to copulas / Roger B. Nelsen.".
- catalog type "Aufgabensammlung. swd".
- catalog type "Einführung. swd".
- catalog type "text".