Univariate distributions. - Bivariate copulas. - Distributions expressed as copulas. - Concepts of stochastic dependence. - Measures of dependence. - Constructions of bivariate distributions.- Bivariate distributions constructed by conditional approach. - Variables in common method. - Bivariate gamma and related distributions. - Simple forms of the bivariate density function. - Bivariate exponentional and related distributions. - Bivariate normal distribution. - Bivariate extreme value distributions. - Elliptically symmetric bivariate distributions and other symmetric distributions. - Simulation of bivariate observations.
Author: N. Balakrishnan |
Publisher: Springer |
Publication Date: Sep 30, 2010 |
Number of Pages: 688 pages |
Binding: Paperback or Softback |
ISBN-10: 1441918752 |
ISBN-13: 9781441918758 |