PDF-Bücher An Introduction to Copulas (Springer Series in Statistics), by Roger B. Nelsen
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An Introduction to Copulas (Springer Series in Statistics), by Roger B. Nelsen
PDF-Bücher An Introduction to Copulas (Springer Series in Statistics), by Roger B. Nelsen
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Pressestimmen
From the reviews of the second edition: "This introductory and informative text on copulas is clearly written and from an educational standpoint will presented. With more than a hundred examples and over 160 exercise, this book is suitable as a textbook or for self-study. The only prerequisite is an upper level undergraduate course in probability and mathematical statistics. The second edition maintains the basic organizing of the material and the general level of presentation as the first one from 1999. The major additions are sections on: copula transformation methods; extreme value copulas; copulas with specific analytic or functional properties; tail dependence and quasi-copulas. " (Piotr Jaworski, Zentrablatt MATH, 2009, 1152) "This introductory and informative text on copulas … is clearly written and from an educational standpoint well presented. … In addition to its primary use as an introductory book on copulas, this text could also serve as a complement to a graduate course or seminar in multivariate analysis focusing on dependence concepts. Readership: people interested in dependence concepts in multivariate analysis. … many will be pleased to have a copy of this new text in their personal library … ." (Radu Theodorescu, Mathematical Reviews, 2006 i)
Synopsis
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.
Alle Produktbeschreibungen
Produktinformation
Gebundene Ausgabe: 272 Seiten
Verlag: Springer; Auflage: 2nd ed. 2006. Corr. 2nd. printing 2007 (1. Oktober 2007)
Sprache: Englisch
ISBN-10: 0387286594
ISBN-13: 978-0387286594
Größe und/oder Gewicht:
15,6 x 1,8 x 23,4 cm
Durchschnittliche Kundenbewertung:
5.0 von 5 Sternen
1 Kundenrezension
Amazon Bestseller-Rang:
Nr. 589.442 in Fremdsprachige Bücher (Siehe Top 100 in Fremdsprachige Bücher)
Ein absolutes Referenzwerk.Anschaulicher Einstieg, mathematisch sauber.Schafft die Grundlagen für tiefgehendere Literatur (wie Multivariate Models and Multivariate Dependence Concepts, H. Joe).Allen Anwendern sei jedoch eher "Quantitative Risk Management: Concepts, Techniques, and Tools" empfohlen, da dort die gängigsten Anwendungen der Copulas aufgezeigt werden.
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