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An introduction to copulas

Author: Roger B Nelsen
Publisher: New York : Springer, ©2006.
Series: Springer series in statistics
Edition/Format:   Print book : English : 2nd edView all editions and formats
Database:WorldCat
Summary:
"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  Read more...
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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Roger B Nelsen
ISBN: 9780387286594 0387286594
OCLC Number: 228782208
Description: xiii, 269 p. : ill. ; 25 cm.
Contents: Definitions and Basic Properties.- Methods of Constructing Copulas.- Archimedean Copulas.- Dependence.- Additional Topics.
Series Title: Springer series in statistics
Responsibility: Roger B. Nelsen.
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Abstract:

Suitable for a student or a practitioner of statistics and probability, this book contains discussions of the fundamental properties of copulas and some of their primary applications.  Read more...

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From the reviews of the second edition: "This introductory and informative text on copulas is clearly written and from an educational standpoint will presented. With more than a hundred examples and Read more...

 
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