An introduction to copulas
Author(s)
Bibliographic Information
An introduction to copulas
（Springer series in statistics）
Springer, c2010
2nd ed
- : pbk
Available at 3 libraries
Note
Includes bibliographical references (p. [251]-261) and index
Description and Table of Contents
Description
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.
Table of Contents
Definitions and Basic Properties.- Methods of Constructing Copulas.- Archimedean Copulas.- Dependence.- Additional Topics.
by "Nielsen BookData"