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Introduction to Copulas

by Nelsen, Roger B

$189.30

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Description

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.

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Product Details

  • Jan 13, 2006 Pub Date:
  • 0387286594 ISBN-10:
  • 9780387286594 ISBN-13:
  • English Language