An Introduction to Copulas

by Roger B. Nelsen

Book Overview

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.

• Format: Paperback
• Language: English
• ISBN: 1441921095
• ISBN13: 9781441921093
• Release Date: November 2010
• Publisher: Springer
• Length: 272 Pages
• Weight: 0.90 lbs.
• Dimensions: 0.6" x 6.1" x 9.2"