An Introduction to Copulas
| Author | : Roger B. Nelsen |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 277 |
| Release | : 2007-06-10 |
| ISBN-10 | : 9780387286785 |
| ISBN-13 | : 0387286780 |
| Rating | : 4/5 (780 Downloads) |
Book Synopsis An Introduction to Copulas by : Roger B. Nelsen
Download or read book An Introduction to Copulas written by Roger B. Nelsen and published by Springer Science & Business Media. This book was released on 2007-06-10 with total page 277 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.