000 | 03159nam a22005535i 4500 | ||
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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 |
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024 | 7 |
_a10.1007/0-387-28678-0 _2doi |
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050 | 4 | _aQA273.A1-274.9 | |
050 | 4 | _aQA274-274.9 | |
072 | 7 |
_aPBT _2bicssc |
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072 | 7 |
_aPBWL _2bicssc |
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072 | 7 |
_aMAT029000 _2bisacsh |
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082 | 0 | 4 |
_a519.2 _223 |
100 | 1 |
_aNelsen, Roger B. _eauthor. |
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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. |
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300 |
_aXIV, 272 p. _bonline resource. |
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336 |
_atext _btxt _2rdacontent |
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337 |
_acomputer _bc _2rdamedia |
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_aonline resource _bcr _2rdacarrier |
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_atext file _bPDF _2rda |
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490 | 1 |
_aSpringer Series in Statistics, _x0172-7397 |
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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 |
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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 |