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Introduction to Copulas

Nelsen Roger B.
Heftet / 2010 / Engelsk

Produktdetaljer

ISBN
9781441921093
Publisert
2010-11-19
Utgave
2. utgave
Utgiver
Vendor
Springer-Verlag New York Inc.
Høyde
235 mm
Bredde
155 mm
Aldersnivå
Research, P, 06
Språk
Product language
Engelsk
Format
Product format
Heftet

Forfatter
Nelsen Roger B.

Introduction to Copulas

Nelsen Roger B.
Heftet / 2010 / Engelsk
Nelsen Roger B.
Heftet / 2010 / Engelsk
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<p>From the reviews of the second edition:</p>
<p></p>
<p>"This introductory and informative text on copulas is clearly written and from an educational standpoint will presented. With more than a hundred examples and over 160 exercise, this book is suitable as a textbook or for self-study. The only prerequisite is an upper level undergraduate course in probability and mathematical statistics. The second edition maintains the basic organizing of the material and the general level of presentation as the first one from 1999. The major additions are sections on: copula transformation methods; extreme value copulas; copulas with specific analytic or functional properties; tail dependence and quasi-copulas. " (Piotr Jaworski, <em>Zentrablatt MATH</em>, 2009, 1152)</p>
<p>"This introductory and informative text on copulas … is clearly written and from an educational standpoint well presented. … In addition to its primary use as an introductory book on copulas, this text could also serve as a complement to a graduate course or seminar in multivariate analysis focusing on dependence concepts. Readership: people interested in dependence concepts in multivariate analysis. … many will be pleased to have a copy of this new text in their personal library … ." (Radu Theodorescu, <em>Mathematical Reviews</em>, 2006 i)</p>

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 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.
Les mer
The only prerequisite is an upper level undergraduate course in probability and mathematical statistics, although some familiarity with nonparametric statistics would be useful.
Definitions and Basic Properties.- Methods of Constructing Copulas.- Archimedean Copulas.- Dependence.- Additional Topics.
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 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.
Les mer
The second edition of a very popular book The study of copulas and their role in statistics is a vigorously growing field 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 Includes supplementary material: sn.pub/extras
Les mer
GPSR Compliance The European Union's (EU) General Product Safety Regulation (GPSR) is a set of rules that requires consumer products to be safe and our obligations to ensure this. If you have any concerns about our products you can contact us on ProductSafety@springernature.com. In case Publisher is established outside the EU, the EU authorized representative is: Springer Nature Customer Service Center GmbH Europaplatz 3 69115 Heidelberg, Germany ProductSafety@springernature.com
Les mer

Relaterte produkter

<p>From the reviews of the second edition:</p>
<p></p>
<p>"This introductory and informative text on copulas is clearly written and from an educational standpoint will presented. With more than a hundred examples and over 160 exercise, this book is suitable as a textbook or for self-study. The only prerequisite is an upper level undergraduate course in probability and mathematical statistics. The second edition maintains the basic organizing of the material and the general level of presentation as the first one from 1999. The major additions are sections on: copula transformation methods; extreme value copulas; copulas with specific analytic or functional properties; tail dependence and quasi-copulas. " (Piotr Jaworski, <em>Zentrablatt MATH</em>, 2009, 1152)</p>
<p>"This introductory and informative text on copulas … is clearly written and from an educational standpoint well presented. … In addition to its primary use as an introductory book on copulas, this text could also serve as a complement to a graduate course or seminar in multivariate analysis focusing on dependence concepts. Readership: people interested in dependence concepts in multivariate analysis. … many will be pleased to have a copy of this new text in their personal library … ." (Radu Theodorescu, <em>Mathematical Reviews</em>, 2006 i)</p>

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 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.
Les mer
The only prerequisite is an upper level undergraduate course in probability and mathematical statistics, although some familiarity with nonparametric statistics would be useful.
Definitions and Basic Properties.- Methods of Constructing Copulas.- Archimedean Copulas.- Dependence.- Additional Topics.
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 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.
Les mer
The second edition of a very popular book The study of copulas and their role in statistics is a vigorously growing field 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 Includes supplementary material: sn.pub/extras
Les mer
GPSR Compliance The European Union's (EU) General Product Safety Regulation (GPSR) is a set of rules that requires consumer products to be safe and our obligations to ensure this. If you have any concerns about our products you can contact us on ProductSafety@springernature.com. In case Publisher is established outside the EU, the EU authorized representative is: Springer Nature Customer Service Center GmbH Europaplatz 3 69115 Heidelberg, Germany ProductSafety@springernature.com
Les mer

Produktdetaljer

ISBN
9781441921093
Publisert
2010-11-19
Utgave
2. utgave
Utgiver
Vendor
Springer-Verlag New York Inc.
Høyde
235 mm
Bredde
155 mm
Aldersnivå
Research, P, 06
Språk
Product language
Engelsk
Format
Product format
Heftet

Forfatter
Nelsen Roger B.

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