Office of Academic Resources
Chulalongkorn University
Chulalongkorn University

Home / Help

AuthorNelsen, Roger B. author
TitleAn Introduction to Copulas [electronic resource] / by Roger B. Nelsen
ImprintNew York, NY : Springer New York : Imprint: Springer, 1999
Connect tohttp://dx.doi.org/10.1007/978-1-4757-3076-0
Descript XI, 218 p. online resource

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


CONTENT

1 Introduction -- 2 Definitions and Basic Properties -- 3 Methods of Constructing Copulas 4 -- 4 Archimedean Copulas -- 5 Dependence -- 6 Additional Topics -- References -- List of Symbols


Statistics Economics Mathematical Statistics Statistical Theory and Methods Quantitative Finance



Location



Office of Academic Resources, Chulalongkorn University, Phayathai Rd. Pathumwan Bangkok 10330 Thailand

Contact Us

Tel. 0-2218-2929,
0-2218-2927 (Library Service)
0-2218-2903 (Administrative Division)
Fax. 0-2215-3617, 0-2218-2907

Social Network

  line

facebook   instragram