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An Introduction to Copulas

Download or Read eBook An Introduction to Copulas PDF written by Roger B. Nelsen and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 227 pages. Available in PDF, EPUB and Kindle.
An Introduction to Copulas
Author :
Publisher : Springer Science & Business Media
Total Pages : 227
Release :
ISBN-10 : 9781475730760
ISBN-13 : 1475730764
Rating : 4/5 (60 Downloads)

Book Synopsis An Introduction to Copulas by : Roger B. Nelsen

Book excerpt: 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.


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