An Introduction to Copulas - Springer Series in Statistics 2nd Ed. Softcover of Orig. Ed. 2006 edition

Description for Sales People: 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. Review Quotes: From the reviews of the second edition: "This introductory and informative text on copulas is clearly written and from an educational standpoint will presented. With 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) Jacket Description/Back: 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. 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. Review Quotes: From the reviews of the second edition: "This introductory and informative text on copulas is clearly written and from an educational standpoint will presented. With 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)"Table of Contents: Definitions and Basic Properties.- Methods of Constructing Copulas.- Archimedean Copulas.- Dependence.- Additional Topics. Review Quotes: From the reviews of the second edition: "This introductory and informative text on copulas is clearly written and from an educational standpoint will presented. With 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)"Publisher Marketing: The study of copulas and their role in statistics is a new but vigorously growing field. In this text the student or practitioner of statistics and probability will find discussions of the fundamental properties of copulas and some of their primary applications.

Contributor Bio:  Nelsen, Roger B Roger B. Nelsen (BA DePauw University, Ph. D. Duke University) is Professor Emeritus of Mathematics at Lewis and Clark College. Roger has been an AP Calculus Reader for many years and has authored or co-authored four books for the MAA: Proofs Without Words: Exercises in Visual Thinking (1993); Proofs Without Words II: More Exercises in Visual Thinking (2000); Math Made Visual: Creating Images for Understanding Mathematics (with Claudi Alsina, 2006); and When Less Is More: Visualizing Basic Inequalities (with Claudi Alsina, 2009).