Continuous Bivariate Distributions
Seiten
2009
|
2nd ed. 2009
Springer-Verlag New York Inc.
978-0-387-09613-1 (ISBN)
Springer-Verlag New York Inc.
978-0-387-09613-1 (ISBN)
Along with a review of general developments relating to bivariate distributions, this volume also covers copulas, a subject which has grown immensely in recent years. In addition, it examines conditionally specified distributions and skewed distributions.
This volume, which is completely dedicated to continuous bivariate dist- butions, describes in detail their forms, properties, dependence structures, computation, and applications. It is a comprehensive and thorough revision ofanearliereditionof"ContinuousBivariateDistributions,Emphasizing- plications" by T.P. Hutchinson and C.D. Lai, published in 1990 by Rumsby Scienti?c Publishing, Adelaide, Australia. It has been nearly two decades since the publication of that book, and much has changed in this area of research during this period. Generali- tions have been considered for many known standard bivariate distributions. Skewed versions of di?erent bivariate distributions have been proposed and appliedtomodeldatawithskewnessdepartures.Byspecifyingthetwocon- tional distributions, rather than the simple speci?cation of one marginal and one conditional distribution, several general families of conditionally spe- ?ed bivariate distributions have been derived and studied at great length. Finally, bivariate distributions generated by a variety of copulas and their ?exibility (in terms of accommodating association/correlation) and str- tural properties have received considerable attention.
All these developments andadvancesnecessitatedthepresentvolumeandhavethusresultedinas- stantially di?erent version than the last edition, both in terms of coverage and topics of discussion.
This volume, which is completely dedicated to continuous bivariate dist- butions, describes in detail their forms, properties, dependence structures, computation, and applications. It is a comprehensive and thorough revision ofanearliereditionof"ContinuousBivariateDistributions,Emphasizing- plications" by T.P. Hutchinson and C.D. Lai, published in 1990 by Rumsby Scienti?c Publishing, Adelaide, Australia. It has been nearly two decades since the publication of that book, and much has changed in this area of research during this period. Generali- tions have been considered for many known standard bivariate distributions. Skewed versions of di?erent bivariate distributions have been proposed and appliedtomodeldatawithskewnessdepartures.Byspecifyingthetwocon- tional distributions, rather than the simple speci?cation of one marginal and one conditional distribution, several general families of conditionally spe- ?ed bivariate distributions have been derived and studied at great length. Finally, bivariate distributions generated by a variety of copulas and their ?exibility (in terms of accommodating association/correlation) and str- tural properties have received considerable attention.
All these developments andadvancesnecessitatedthepresentvolumeandhavethusresultedinas- stantially di?erent version than the last edition, both in terms of coverage and topics of discussion.
Univariate Distributions.- Bivariate Copulas.- Distributions Expressed as Copulas.- Concepts of Stochastic Dependence.- Measures of Dependence.- Construction of Bivariate Distributions.- Bivariate Distributions Constructed by the Conditional Approach.- Variables-in-Common Method.- Bivariate Gamma and Related Distributions.- Simple Forms of the Bivariate Density Function.- Bivariate Exponential and Related Distributions.- Bivariate Normal Distribution.- Bivariate Extreme-Value Distributions.- Elliptically Symmetric Bivariate Distributions and Other Symmetric Distributions.- Simulation of Bivariate Observations.
| Zusatzinfo | XXXVI, 688 p. |
|---|---|
| Verlagsort | New York, NY |
| Sprache | englisch |
| Maße | 155 x 235 mm |
| Themenwelt | Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik |
| ISBN-10 | 0-387-09613-2 / 0387096132 |
| ISBN-13 | 978-0-387-09613-1 / 9780387096131 |
| Zustand | Neuware |
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