An introduction to copulas
by Roger B. Nelsen
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Copulas are functions that join multivariate distribution functions to their one-dimensional margins. 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.
With nearly 100 examples and over 150 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.
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Book Details
Edition Notes
Includes bibliographical references (p. [201]-209) and index.
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First Sentence
"The study of copulas and their applications in statistics is a rather modern phenomenon."
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- Created April 1, 2008
- 13 revisions
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| May 11, 2025 | Edited by MARC Bot | import existing book |
| March 28, 2025 | Edited by ImportBot | Redacting ocaids |
| July 15, 2024 | Edited by MARC Bot | import existing book |
| June 2, 2024 | Edited by ImportBot | import existing book |
| April 1, 2008 | Created by an anonymous user | Imported from Scriblio MARC record |