An Introduction to Copulas: v. 139 (Lecture Notes in Statistics) - Softcover

Nelsen, Roger

Softcover

ISBN 10: 0387986235 ISBN 13: 9780387986234

Publisher: Springer-Verlag New York Inc., 1998

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. There are nearly a hundred examples and over 150 exercises.

About this title

Review

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)

About the Author

Roger B. Nelsen received his B.A. in mathematics from DePauw University in 1964 and his Ph.D. in mathematics from Duke University in 1969. Roger was elected to Phi Beta Kappa and Sigma Xi. His previous books include Proofs Without Words: Exercises in Visual Thinking, MAA 1993; An Introduction to Copulas, Springer, 1999 (2nd edition 2006); Proofs Without Words II: More Exercises in Visual Thinking, MAA, 2000; and Math Made Visual: Creating Images for Understanding Mathematics (with Claudi Alsina), MAA, 2006.

Edition details

• Publisher: Springer-Verlag New York Inc.
• Publication date: 1998
• Language: English
• ISBN 10: 0387986235
• ISBN 13: 9780387986234
• Binding: Paperback
• Number of pages: 236