000			01825nam a2200241Ia 4500
001			40948
003			IN-BdCUP
005			20230421155107.0
008			230413s2023 000 0 eng
020			_a9780387286594
040			_beng _cIN-BdCUP
041			_aeng
082			_a519.535 _bNEL
100			_aNelsen, Roger B.
245		3	_aAn Introduction to Copulas / _cNelsen, Roger B.
250			_a2nd Edition.
260			_aNew york : _bSpringer Science, _c2006.
300			_a269 p. ; _c25 cm.
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.
650			_aStatistics
650			_aCopulas
942			_2ddc _cBK
999			_c30506 _d30506