An Introduction to Copulas (Hardcover) (ISBN-13: 9780387286594)

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.

Author: Roger B. Nelsen
ISBN-10: 0387286594
ISBN-13: 9780387286594
Publisher: Springer
Language: English
Published: 01/13/2006
Pages: 272
Format: Hardcover
Weight: 1.16lbs
Size: 9.56h x 6.34w x 0.73d