An Introduction to Copulas

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 fundament...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Nelsen, Roger B. (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: New York, NY : Springer New York : Imprint: Springer, 2006.
Edición:2nd ed. 2006.
Colección:Springer Series in Statistics,
Temas:
Probabilities.
Statistics .
Social sciences-Mathematics.
Computer simulation.
Probability Theory.
Statistical Theory and Methods.
Statistics in Business, Management, Economics, Finance, Insurance.
Mathematics in Business, Economics and Finance.
Computer Modelling.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • Definitions and Basic Properties
  • Methods of Constructing Copulas
  • Archimedean Copulas
  • Dependence
  • Additional Topics.

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