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020 _a9780387286785
_9978-0-387-28678-5
024 7 _a10.1007/0387286780
_2doi
035 _avtls000330570
039 9 _a201509030723
_bVLOAD
_c201404120506
_dVLOAD
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_c201401311345
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_zstaff
_wmsplit0.mrc
_x990
050 4 _aQA276-280
100 1 _aNelsen, Roger B.
_eautor
_9302220
245 1 3 _aAn Introduction to Copulas /
_cby Roger B. Nelsen.
250 _aSecond Edition.
264 1 _aNew York, NY :
_bSpringer New York,
_c2006.
300 _aXIII, 272 p.
_brecurso en línea.
336 _atexto
_btxt
_2rdacontent
337 _acomputadora
_bc
_2rdamedia
338 _arecurso en línea
_bcr
_2rdacarrier
347 _aarchivo de texto
_bPDF
_2rda
490 0 _aSpringer Series in Statistics,
_x0172-7397
500 _aSpringer eBooks
505 0 _aDefinitions and Basic Properties -- Methods of Constructing Copulas -- Archimedean Copulas -- Dependence -- Additional Topics.
520 _aCopulas 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. 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 and Proofs Without Words II: More Exercises in Visual Thinking, published by the Mathematical Association of America.
710 2 _aSpringerLink (Servicio en línea)
_9299170
776 0 8 _iEdición impresa:
_z9780387286594
856 4 0 _uhttp://remoto.dgb.uanl.mx/login?url=http://dx.doi.org/10.1007/0-387-28678-0
_zConectar a Springer E-Books (Para consulta externa se requiere previa autentificación en Biblioteca Digital UANL)
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