Founded in 1997, BookFinder.com has become a leading book price comparison site:

Find and compare hundreds of millions of new books, used books, rare books and out of print books from over 100,000 booksellers and 60+ websites worldwide.

An Introduction to Copulas (Lecture Notes in Statistics)

by Roger B. Nelsen

ISBN 0387986235 / 9780387986234 / 0-387-98623-5
Publisher Springer
Language English
Edition Softcover
Find This Book

 

Find signed collectible books: 'An Introduction to Copulas (Lecture Notes in Statistics)'

Book summary

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. [via]