An introduction to copulas /
Nelsen, Roger B.
An introduction to copulas / Roger B. Nelsen. - 2nd ed. - New York : Springer, c2006. - xiii, 269 p. : ill. ; 25 cm. - Springer series in statistics .
Includes bibliographical references (p. [251]-261) and index.
Introduction --
Definitions and basic properties --
Methods of constructing copulas --
Archimedean Copulas --
Dependence --
Additional topics. TOC
Suitable for a student or a practitioner of statistics and probability, this book contains discussions of the fundamental properties of copulas and some of their primary applications.
9780387286594 0387286594
2005933254
Copulas (Mathematical statistics)
QA273.6 / .N45 2006
519.535 / NEI 2006
An introduction to copulas / Roger B. Nelsen. - 2nd ed. - New York : Springer, c2006. - xiii, 269 p. : ill. ; 25 cm. - Springer series in statistics .
Includes bibliographical references (p. [251]-261) and index.
Introduction --
Definitions and basic properties --
Methods of constructing copulas --
Archimedean Copulas --
Dependence --
Additional topics. TOC
Suitable for a student or a practitioner of statistics and probability, this book contains discussions of the fundamental properties of copulas and some of their primary applications.
9780387286594 0387286594
2005933254
Copulas (Mathematical statistics)
QA273.6 / .N45 2006
519.535 / NEI 2006