An Introduction to Copulas

preview-18
  • An Introduction to Copulas Book Detail

  • Author : Roger B. Nelsen
  • Release Date : 2013-03-09
  • Publisher : Springer Science & Business Media
  • Genre : Mathematics
  • Pages : 227
  • ISBN 13 : 1475730764
  • File Size : 88,88 MB

An Introduction to Copulas by Roger B. Nelsen PDF Summary

Book Description: 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.

Disclaimer: www.yourbookbest.com does not own An Introduction to Copulas books pdf, neither created or scanned. We just provide the link that is already available on the internet, public domain and in Google Drive. If any way it violates the law or has any issues, then kindly mail us via contact us page to request the removal of the link.

An Introduction to Copulas

An Introduction to Copulas

File Size : 51,51 MB
Total View : 2711 Views
DOWNLOAD

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

Unbiased Estimators and Their Applications

Unbiased Estimators and Their Applications

File Size : 88,88 MB
Total View : 5967 Views
DOWNLOAD

Statistical inferential methods are widely used in the study of various physical, biological, social, and other phenomena. Parametric estimation is one such met