An Introduction to Copulas

  • Roger B. Nelsen

Part of the Lecture Notes in Statistics book series (LNS, volume 139)

Table of contents

  1. Front Matter
    Pages N2-xi
  2. Roger B. Nelsen
    Pages 1-4
  3. Roger B. Nelsen
    Pages 5-44
  4. Roger B. Nelsen
    Pages 45-87
  5. Roger B. Nelsen
    Pages 89-124
  6. Roger B. Nelsen
    Pages 125-182
  7. Roger B. Nelsen
    Pages 183-199
  8. Back Matter
    Pages 201-218

About this book

Introduction

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.

Keywords

Parametric statistics mathematical statistics mathematics probability statistics

Authors and affiliations

  • Roger B. Nelsen
    • 1
  1. 1.Department of Mathematical SciencesLewis & Clark CollegePortlandUSA

Bibliographic information

  • DOI https://doi.org/10.1007/978-1-4757-3076-0
  • Copyright Information Springer-Verlag New York 1999
  • Publisher Name Springer, New York, NY
  • eBook Packages Springer Book Archive
  • Print ISBN 978-0-387-98623-4
  • Online ISBN 978-1-4757-3076-0
  • Series Print ISSN 0930-0325
  • About this book