株式会社極東書店トップ ＞ 商品一覧 ＞ An Introduction to Copulas. Softcover reprint of hardcover 2nd ed. 2006.
商品詳細
An Introduction to Copulas. Softcover reprint of hardcover 2nd ed. 2006.
・ISBN 978-1-4419-2109-3 paper EUR 169.99
￥45,437.- (税込) ※（※）価格はご注文時の参考価格となります。
納品価格につきましては書籍の入荷時点で確定となります。
版元の原価改定、外国為替の変動等により異なる場合がございますので、予めご了承下さい。
| 著者・編者 | Nelsen, Roger B., |
|---|---|
| シリーズ | Springer Series in Statistics |
| 出版社 | (Springer-Verlag New York Inc., US) |
| 出版年月 | 2010 |
| ページ数 | 272 pp. |
| 言語 | ENG |
| ニュース番号 | ＜M25-24300＞ |
解説
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.