An Introduction to Copulas (Springer Series in Statistics)
暫譯: 共變數的入門(施普林格統計系列)
Roger B. Nelsen
- 出版商: Springer
- 出版日期: 2006-01-13
- 售價: $7,920
- 貴賓價: 9.5 折 $7,524
- 語言: 英文
- 頁數: 272
- 裝訂: Hardcover
- ISBN: 0387286594
- ISBN-13: 9780387286594
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相關分類:
機率統計學 Probability-and-statistics
海外代購書籍(需單獨結帳)
商品描述
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 nearly a hundred 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. Roger B. Nelsen is Professor of Mathematics at Lewis & Clark College in Portland, Oregon. He is also the author of "Proofs Without Words: Exercises in Visual Thinking," published by the Mathematical Association of America.
商品描述(中文翻譯)
Copulas(聯合分布函數)是將多變量分布函數與其一維邊際分布連接起來的函數。對於 copulas 的研究及其在統計學中的角色是一個新興但迅速發展的領域。在這本書中,統計學和機率論的學生或從業者將會找到有關 copulas 基本性質的討論以及一些主要應用。這些應用包括依賴性研究和關聯度量,以及二元分布族的構建。這本書包含近百個範例和超過 150 道習題,適合作為教材或自學之用。唯一的先修課程是高年級的機率與數理統計課程,雖然對非參數統計的熟悉程度會有所幫助。對測度論機率的知識並不是必需的。Roger B. Nelsen 是俄勒岡州波特蘭的路易斯與克拉克學院數學教授。他也是《Proofs Without Words: Exercises in Visual Thinking》的作者,該書由美國數學協會出版。