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An Introduction to Copulas  
An Introduction to Copulas
von: Roger B. Nelsen
Springer-Verlag, 2007
ISBN: 9780387286785
276 Seiten, Download: 1500 KB
 
Format: PDF
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Typ: B (paralleler Zugriff)

 

 
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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. This book is suitable as a text or for self-study.



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