TY - BOOK ID - 1633174 TI - An introduction to copulas PY - 2006 SN - 0387286594 9780387286594 1441921095 9786610938339 1280938331 0387286780 9781441921093 PB - New York : Springer, DB - UniCat KW - Stochastic processes KW - Mathematical statistics KW - Copulas (Mathematical statistics) KW - Distribution (Probability theory) KW - Copules (Statistique mathématique) KW - Distribution (Théorie des probabilités) KW - Copulas (Mathematical statistics). KW - Mathematics KW - Physical Sciences & Mathematics KW - Mathematical Statistics KW - 519.5 KW - Copulas (mathematical statistics) KW - Copules (Statistique mathématique) KW - Distribution (Théorie des probabilités) KW - EPUB-LIV-FT LIVSTATI SPRINGER-B KW - Mathematics. KW - Computer simulation. KW - Economics, Mathematical. KW - Probabilities. KW - Statistics. KW - Probability Theory and Stochastic Processes. KW - Statistical Theory and Methods. KW - Statistics for Business/Economics/Mathematical Finance/Insurance. KW - Quantitative Finance. KW - Simulation and Modeling. KW - Distribution (Probability theory. KW - Mathematical statistics. KW - Finance. KW - Statistics for Business, Management, Economics, Finance, Insurance. KW - Distribution functions KW - Frequency distribution KW - Characteristic functions KW - Probabilities KW - Computer modeling KW - Computer models KW - Modeling, Computer KW - Models, Computer KW - Simulation, Computer KW - Electromechanical analogies KW - Mathematical models KW - Simulation methods KW - Model-integrated computing KW - Funding KW - Funds KW - Economics KW - Currency question KW - Statistical analysis KW - Statistical data KW - Statistical methods KW - Statistical science KW - Econometrics KW - Statistical inference KW - Statistics, Mathematical KW - Statistics KW - Sampling (Statistics) KW - Statistics . KW - Economics, Mathematical . KW - Mathematical economics KW - Probability KW - Combinations KW - Chance KW - Least squares KW - Risk KW - Methodology UR - https://www.unicat.be/uniCat?func=search&query=sysid:1633174 AB - 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. 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 and Proofs Without Words II: More Exercises in Visual Thinking, published by the Mathematical Association of America. ER -