000 03159nam a22005535i 4500
001 978-0-387-28678-5
003 DE-He213
005 20161121231024.0
007 cr nn 008mamaa
008 100301s2006 xxu| s |||| 0|eng d
020 _a9780387286785
_9978-0-387-28678-5
024 7 _a10.1007/0-387-28678-0
_2doi
050 4 _aQA273.A1-274.9
050 4 _aQA274-274.9
072 7 _aPBT
_2bicssc
072 7 _aPBWL
_2bicssc
072 7 _aMAT029000
_2bisacsh
082 0 4 _a519.2
_223
100 1 _aNelsen, Roger B.
_eauthor.
245 1 3 _aAn Introduction to Copulas
_h[electronic resource] /
_cby Roger B. Nelsen.
250 _aSecond Edition.
264 1 _aNew York, NY :
_bSpringer New York,
_c2006.
300 _aXIV, 272 p.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aSpringer Series in Statistics,
_x0172-7397
505 0 _aDefinitions and Basic Properties -- Methods of Constructing Copulas -- Archimedean Copulas -- Dependence -- Additional Topics.
520 _aCopulas 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 116 examples, 54 figures, and 167 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. The revised second edition includes new sections on extreme value copulas, tail dependence, and quasi-copulas. 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 and Proofs Without Words II: More Exercises in Visual Thinking, published by the Mathematical Association of America.
650 0 _aMathematics.
650 0 _aComputer simulation.
650 0 _aEconomics, Mathematical.
650 0 _aProbabilities.
650 0 _aStatistics.
650 1 4 _aMathematics.
650 2 4 _aProbability Theory and Stochastic Processes.
650 2 4 _aStatistical Theory and Methods.
650 2 4 _aStatistics for Business/Economics/Mathematical Finance/Insurance.
650 2 4 _aQuantitative Finance.
650 2 4 _aSimulation and Modeling.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9780387286594
830 0 _aSpringer Series in Statistics,
_x0172-7397
856 4 0 _uhttp://dx.doi.org/10.1007/0-387-28678-0
912 _aZDB-2-SMA
950 _aMathematics and Statistics (Springer-11649)
999 _c507411
_d507411