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An Introduction to Copulas

Springer Series in Statistics

Erschienen am 13.01.2006, 2. Auflage 2007
181,89 €
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Bibliografische Daten
ISBN/EAN: 9780387286594
Sprache: Englisch
Umfang: xiv, 272 S., 54 Illustr.
Format (T/L/B): 1.9 x 24.2 x 16 cm
Einband: gebundenes Buch

Beschreibung

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.

Leseprobe

Leseprobe