文件名称：An introduction to copulas
文件大小：2.65MB
文件格式：PDF
更新时间：2017-10-21 07:36:53
copula
【书名】 An Introduction to Copulas 【作者】Nelsen, Roger B. 【出版社】Springer【版本】2nd ed【出版日期】2006【文件格式】PDF【文件大小】2.28 MB;【页数】250 Pages;【ISBN出版号】ISBN: 978-0-387-28659-4;【资料类别】计量经济学，统计学;【是否缺页】完整;【关键词】Copulas;【内容简介】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.