图书标签: copula Statistics 统计 概率 计量经济学 相关 教材 不等式
发表于2024-11-23
An Introduction to Copulas pdf epub mobi txt 电子书 下载 2024
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.
研究生的Thesis主要参考书。Theory部分还是很全的,算是Copula理论的唯一经典了。
评分“交合”导论。。。
评分非常详细的导论,适合理解各个关节细节。
评分相关关系的深刻教材
评分非常详细的导论,适合理解各个关节细节。
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An Introduction to Copulas pdf epub mobi txt 电子书 下载 2024