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.
Inhalt
Definitions and Basic Properties.- Methods of Constructing Copulas.- Archimedean Copulas.- Dependence.- Additional Topics.
Titel
An Introduction to Copulas
Untertitel
With 116 examples and 167 exercises (Springer Series in Statistics)
Autor
EAN
9780387286785
Format
E-Book (pdf)
Hersteller
Veröffentlichung
10.06.2007
Digitaler Kopierschutz
Wasserzeichen
Dateigrösse
2.53 MB
Anzahl Seiten
272
Unerwartete Verzögerung
Ups, ein Fehler ist aufgetreten. Bitte versuchen Sie es später noch einmal.