Multivariate models and multivariate dependence concepts
by
Joe, Harry.
Title
:
Multivariate models and multivariate dependence concepts
Author
:
Joe, Harry.
ISBN
:
9781466581432
9780367803896
Publication Information
:
Boca Raton, Fla. : CRC Press, 1997.
Physical Description
:
1 online resource (xviii, 399 pages) : illustrations.
Series
:
Monographs on statistics and applied probability ; 73
Contents
:
1. Introduction -- 2. Basic concepts of dependence -- 3. Frčhet classes -- 4. Construction of multivariate distributions -- 5. Parametric families of copulas -- 6. Multivariate extreme value distributions -- 7. Multivariate discrete distributions -- 8. Multivariate models with serial dependence -- 9. Models from given conditional distributions -- 10. Statistical inference and computation -- 11. Data analysis and comparison of models.
Abstract
:
This book on multivariate models, statistical inference, and data analysis contains deep coverage of multivariate non-normal distributions for modeling of binary, count, ordinal, and extreme value response data. It is virtually self-contained, and includes many exercises and unsolved problems.
Subject Term
:
Multivariate analysis.
Dependence (Statistics)
Linear models (Statistics)
Dependency grammar.
MATHEMATICS / Probability & Statistics / General
Electronic Access
:
| Library | Material Type | Item Barcode | Shelf Number | [[missing key: search.ChildField.HOLDING]] | Status |
|---|
| Online Library | E-Book | 544574-1001 | QA278 .J64 1997 | | CRC E-Books |