An Introduction to Copulas

An Introduction to Copulas by Roger B. Nelsen.

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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Bibliographic Details
Main Author: Nelsen, Roger B. (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: New York, NY : Springer New York : Imprint: Springer, 2006.
Edition:2nd ed. 2006.
Series:Springer Series in Statistics,
Springer eBook Collection.
Subjects:
Probabilities.
Statistics .
Economics, Mathematical .
Computer simulation.
Electronic resources (E-books)
Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.
Table of Contents:
  • Definitions and Basic Properties
  • Methods of Constructing Copulas
  • Archimedean Copulas
  • Dependence
  • Additional Topics.

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