Sari: Springer Proceedings in Mathematics & Statistics
(Ilmumisaeg: 01-Jun-2015, PDF+DRM, Kirjastus: Springer International Publishing AG, ISBN-13: 9783319190396)
This book presents the latest advances in the theory and practice of Marshall-Olkin distributions. These distributions have been increasingly applied in statistical practice in recent years, as they make it possible to describe interesting features o...Loe edasi...
Piotr Jaworski, Fabrizio Durante, Wolfgang Karl Härdle, Tomasz Rychlik
Sari: Lecture Notes in Statistics
(Ilmumisaeg: 16-Jul-2010, PDF+DRM, Kirjastus: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, ISBN-13: 9783642124655)
Copulas are mathematical objects that fully capture the dependence structure among random variables and hence offer great flexibility in building multivariate stochastic models. Since their introduction in the early 50s, copulas have gained consider...Loe edasi...