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.
發表於2024-12-23
An Introduction to Copulas 2024 pdf epub mobi 電子書 下載
圖書標籤: copula Statistics 統計 概率 計量經濟學 相關 教材 不等式
研究生的Thesis主要參考書。Theory部分還是很全的,算是Copula理論的唯一經典瞭。
評分研究生的Thesis主要參考書。Theory部分還是很全的,算是Copula理論的唯一經典瞭。
評分相關關係的深刻教材
評分An Introduction to Copulas
評分“交閤”導論。。。
An Introduction to Copulas 2024 pdf epub mobi 電子書 下載