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An Introduction to Copulas (Springer Series in Statistics)

Roger B. Nelsen




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 | #2217018 in eBooks |  2013-04-11 |  2013-04-11 | File type: PDF

||4 of 4 people found the following review helpful.| A bit too theoretical|By Marax|This is very high quality and well written. In that sense, I should probably give it 4 or 5 stars. So I apologize for that. My complaint is that it doesn't give enough practical understanding and examples. It just dives right in to the thick and heavy notation and proofs! In other words, a little merciful watering down (especially for the first fe| ||From the reviews of the second edition: | |"This introductory and informative text on copulas is clearly written and from an educational standpoint will presented. With more than a hundred examples and over 160 exercise, this book is suitable as a textbook or

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...

You can specify the type of files you want, for your device.An Introduction to Copulas (Springer Series in Statistics)   |  Roger B. Nelsen. A good, fresh read, highly recommended.

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