An Introduction to Copulas (Springer Series in Statistics) （2ND）

個数：

An Introduction to Copulas (Springer Series in Statistics) （2ND）

  • オンデマンド(OD/POD)版です。キャンセルは承れません。
  • 【入荷遅延について】
    世界情勢の影響により、海外からお取り寄せとなる洋書・洋古書の入荷が、表示している標準的な納期よりも遅延する場合がございます。
    おそれいりますが、あらかじめご了承くださいますようお願い申し上げます。
  • ◆画像の表紙や帯等は実物とは異なる場合があります。
  • ◆ウェブストアでの洋書販売価格は、弊社店舗等での販売価格とは異なります。
    また、洋書販売価格は、ご注文確定時点での日本円価格となります。
    ご注文確定後に、同じ洋書の販売価格が変動しても、それは反映されません。
  • 製本 Hardcover:ハードカバー版／ページ数 272 p.／サイズ 54 illus.
  • 言語 ENG
  • 商品コード 9780387286594

基本説明

Originally published as volume 139 in the series "Lecture Notes Statistics". With 116 examples, 54 figures, and 167 exercises, this book is suitable as a text or for self-study.

Full Description

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 116 examples, 54 figures, and 167 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. The revised second edition includes new sections on extreme value copulas, tail dependence, and quasi-copulas.

Contents

Definitions and Basic Properties.- Methods of Constructing Copulas.- Archimedean Copulas.- Dependence.- Additional Topics.