An Introduction to Copulas by Roger B Nelsen

An Introduction to Copulas by Roger B Nelsen

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 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.

From the reviews of the second edition:

"This introductory and informative text on copulas is clearly written and from an educational standpoint will presentedWith more than a hundred examples and over 160 exercise, this book is suitable as a textbook or for self-study. The only prerequisite is an upper level undergraduate course in probability and mathematical statistics. The second edition maintains the basic organizing of the material and the general level of presentation as the first one from 1999. The major additions are sections on: copula transformation methods; extreme value copulas; copulas with specific analytic or functional properties; tail dependence and quasi-copulas. " (Piotr Jaworski, Zentrablatt MATH, 2009, 1152)

"This introductory and informative text on copulas … is clearly written and from an educational standpoint well presented. … In addition to its primary use as an introductory book on copulas, this text could also serve as a complement to a graduate course or seminar in multivariate analysis focusing on dependence concepts. Readership: people interested in dependence concepts in multivariate analysis. … many will be pleased to have a copy of this new text in their personal library … ." (Radu Theodorescu, Mathematical Reviews, 2006 i)

Nelsen, Roger B.: - Roger B. Nelsen received his BA in Mathematics from DePauw University, Indiana, in 1964, and his PhD in Mathematics from Duke University, North Carolina, in 1969. Nelsen was elected to Phi Beta Kappa and Sigma Xi, and taught mathematics and statistics at Lewis and Clark College, Oregon, for forty years before his retirement in 2009. His previous books include Proofs Without Words (1993), An Introduction to Copulas (1999, 2nd edition 2006), Proofs Without Words II, (2000), Math Made Visual (with Claudi Alsina, 2006), When Less Is More (with Claudi Alsina, 2009), Charming Proofs (with Claudi Alsina, 2010), The Calculus Collection (with Caren Diefenderfer, 2010), Icons of Mathematics (with Claudi Alsina, 2011), College Calculus (with Michael Boardman, 2015) and A Mathematical Space Odyssey (with Claudi Alsina, 2015).

SKU	Unavailable
ISBN 13	9781441921093
ISBN 10	1441921095
Title	An Introduction to Copulas
Author	Roger B Nelsen
Series	Springer Series In Statistics
Condition	Unavailable
Binding Type	Paperback
Publisher	Springer-Verlag New York Inc.
Year published	2010-11-19
Number of pages	272
Cover note	Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
Note	Unavailable