An introduction to copulas / Roger B. NELSEN / New York, NY : SPRINGER (2006)

Titre : An introduction to copulas Type de document : Livre Auteurs : Roger B. NELSEN Mention d'édition : 2nd ed. Editeur : New York, NY : SPRINGER Année de publication : 2006 Collection : Springer series in statistics Importance : xiii, 269 p. ISBN/ISSN/EAN : 978-0-387-28659-4 Prix : 140 EUR Note générale : Bibliogr. p.251-261. Index. Langues : Anglais (eng) Mots-clés : Management STATISTIQUE MATHEMATIQUE Résumé : 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. This book is suitable as a text or for self-study. Permalink : https://cataloguelibrary.neoma-bs.fr/index.php?lvl=notice_display&id=155650

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Code-barres	Cote	Support	Localisation	Section	Disponibilité
044729	519.5/NEL	Livre	Library Campus de Reims	Salle de lecture	Disponible

Finite mixture and Markov switching models / Sylvia FRÜHWIRTH-SCHNATTER / New York, NY : SPRINGER (2006)

Titre : Finite mixture and Markov switching models Type de document : Livre Auteurs : Sylvia FRÜHWIRTH-SCHNATTER, Auteur Editeur : New York, NY : SPRINGER Année de publication : 2006 Collection : Springer series in statistics Importance : xix, 492 p. ISBN/ISSN/EAN : 978-0-387-32909-3 Prix : 140 EUR Note générale : bibliogr. p.441-480. Index. Langues : Anglais (eng) Mots-clés : Management STATISTIQUE MATHEMATIQUE ; STATISTIQUE DESCRIPTIVE ; ANALYSE DES DONNEES Résumé : The past decade has seen powerful new computational tools for modeling which combine a Bayesian approach with recent Monte simulation techniques based on Markov chains. This book is the first to offer a systematic presentation of the Bayesian perspective of finite mixture modelling. The book is designed to show finite mixture and Markov switching models are formulated, what structures they imply on the data, their potential uses, and how they are estimated. Presenting its concepts informally without sacrificing mathematical correctness, it will serve a wide readership including statisticians as well as biologists, economists, engineers, financial and market researchers. Permalink : https://cataloguelibrary.neoma-bs.fr/index.php?lvl=notice_display&id=155651

Exemplaires(1)

Code-barres	Cote	Support	Localisation	Section	Disponibilité
044730	519.5/FRU	Livre	Library Campus de Reims	Salle de lecture	Disponible