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. There are nearly a hundred examples and over 150 exercises.
- ISBN10 0387986235
- ISBN13 9780387986234
- Publish Date 1 December 1998
- Publish Status Out of Print
- Out of Print 18 June 2008
- Publish Country US
- Imprint Springer-Verlag New York Inc.
- Format Paperback
- Pages 236
- Language English