Lecture Notes in Statistics

An Introduction to Copulas

Authors: Nelsen, Roger B.

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About this book

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.

Table of contents (6 chapters)

Buy this book

eBook $69.99
price for USA (gross)
  • ISBN 978-1-4757-3076-0
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
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Bibliographic Information

Bibliographic Information
Book Title
An Introduction to Copulas
Authors
Series Title
Lecture Notes in Statistics
Series Volume
139
Copyright
1999
Publisher
Springer-Verlag New York
Copyright Holder
Springer Science+Business Media New York
eBook ISBN
978-1-4757-3076-0
DOI
10.1007/978-1-4757-3076-0
Series ISSN
0930-0325
Edition Number
1
Number of Pages
XI, 218
Topics