An Introduction to Copulas:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
New York, NY
Springer New York
1999
|
| Schriftenreihe: | Lecture Notes in Statistics
139 |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | 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 |
| Beschreibung: | 1 Online-Ressource (XI, 218 p) |
| ISBN: | 9781475730760 9780387986234 |
| ISSN: | 0930-0325 |
| DOI: | 10.1007/978-1-4757-3076-0 |
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Datensatz im Suchindex
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| author | Nelsen, Roger B. |
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| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
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| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
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| spelling | Nelsen, Roger B. Verfasser aut An Introduction to Copulas by Roger B. Nelsen New York, NY Springer New York 1999 1 Online-Ressource (XI, 218 p) txt rdacontent c rdamedia cr rdacarrier Lecture Notes in Statistics 139 0930-0325 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 Statistics Finance Mathematical statistics Statistical Theory and Methods Quantitative Finance Statistik Multivariate Normalverteilung (DE-588)4227589-1 gnd rswk-swf Multivariate Analyse (DE-588)4040708-1 gnd rswk-swf Kopula Mathematik (DE-588)4529954-7 gnd rswk-swf Verteilungsfunktion (DE-588)4192219-0 gnd rswk-swf 1\p (DE-588)4151278-9 Einführung gnd-content 2\p (DE-588)4143389-0 Aufgabensammlung gnd-content Kopula Mathematik (DE-588)4529954-7 s 3\p DE-604 Verteilungsfunktion (DE-588)4192219-0 s 4\p DE-604 Multivariate Normalverteilung (DE-588)4227589-1 s 5\p DE-604 Multivariate Analyse (DE-588)4040708-1 s 6\p DE-604 https://doi.org/10.1007/978-1-4757-3076-0 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 3\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 4\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 5\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 6\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Nelsen, Roger B. An Introduction to Copulas Statistics Finance Mathematical statistics Statistical Theory and Methods Quantitative Finance Statistik Multivariate Normalverteilung (DE-588)4227589-1 gnd Multivariate Analyse (DE-588)4040708-1 gnd Kopula Mathematik (DE-588)4529954-7 gnd Verteilungsfunktion (DE-588)4192219-0 gnd |
| subject_GND | (DE-588)4227589-1 (DE-588)4040708-1 (DE-588)4529954-7 (DE-588)4192219-0 (DE-588)4151278-9 (DE-588)4143389-0 |
| title | An Introduction to Copulas |
| title_auth | An Introduction to Copulas |
| title_exact_search | An Introduction to Copulas |
| title_full | An Introduction to Copulas by Roger B. Nelsen |
| title_fullStr | An Introduction to Copulas by Roger B. Nelsen |
| title_full_unstemmed | An Introduction to Copulas by Roger B. Nelsen |
| title_short | An Introduction to Copulas |
| title_sort | an introduction to copulas |
| topic | Statistics Finance Mathematical statistics Statistical Theory and Methods Quantitative Finance Statistik Multivariate Normalverteilung (DE-588)4227589-1 gnd Multivariate Analyse (DE-588)4040708-1 gnd Kopula Mathematik (DE-588)4529954-7 gnd Verteilungsfunktion (DE-588)4192219-0 gnd |
| topic_facet | Statistics Finance Mathematical statistics Statistical Theory and Methods Quantitative Finance Statistik Multivariate Normalverteilung Multivariate Analyse Kopula Mathematik Verteilungsfunktion Einführung Aufgabensammlung |
| url | https://doi.org/10.1007/978-1-4757-3076-0 |
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