05271nam 2200661Ia 450 991078212320332120200520144314.01-281-86948-197866118694891-86094-975-4(CKB)1000000000537748(EBL)1681540(OCoLC)815742429(SSID)ssj0000130993(PQKBManifestationID)11129153(PQKBTitleCode)TC0000130993(PQKBWorkID)10099460(PQKB)10499215(MiAaPQ)EBC1681540(WSP)0000P226(Au-PeEL)EBL1681540(CaPaEBR)ebr10255841(CaONFJC)MIL186948(PPN)168209063(EXLCZ)99100000000053774820010125d2001 uy 0engur|n|---|||||txtccrCorrelation and dependence[electronic resource] /Dominique Drouet Mari, Samuel KotzLondon Imperial College Press ;River Edge, NJ Distributed by World Scientific Pub. Co.c20011 online resource (236 p.)Description based upon print version of record.1-86094-264-4 Includes bibliographical references (p. 203-215) and index.Contents ; Preface ; Chapter 1 Notations and Definitions ; 1.1 Notations ; 1.2 Definitions ; Chapter 2 Correlation and Dependence : An Introspection ; 2.1 Independence ; 2.2 Zero Correlation Versus Dependence ; 2.3 Some Geometrical Examples ; 2.4 Some Further Historical Remarks2.5 A Brief Tour of Early Applications and Misinterpretations Chapter 3 Concepts of Dependence and Stochastic Ordering ; 3.1 Introduction ; 3.2 Concepts of Positive Dependence ; 3.3 Negative Dependence for More than Two Variables ; 3.4 Setwise Dependence ; 3.5 Other Approaches3.6 Positive Dependence Orderings 3.7 Bayesian Approach to Stochastic Dependence ; Chapter 4 Copulas ; 4.1 Introduction ; 4.2 Definition and Some Properties ; 4.3 The Frechet Bounds ; 4.4 Examples ; 4.5 Construction of a Copula ; 4.6 Archimedean Copulas ; 4.7 Archimax Copulas4.8 Copulas with Discontinuity Constraints 4.9 Copulas with More than Two Variables ; 4.10 Simulation Procedures ; Chapter 5 Farlie-Gumbel-Morgenstern Models of Dependence ; 5.1 Introduction ; 5.2 Initial Definition ; 5.3 Regression and Correlation ; 5.4 Iterations5.5 Dependence Properties 5.6 A Class of n-variate FGM Distributions ; 5.7 Further Extensions ; 5.8 FGM Sequences ; Chapter 6 Global Versus Local Dependence between Random Variables ; 6.1 Introduction ; 6.2 Global Measures of Dependence ; 6.3 Local Indices of Dependence6.4 Non-parametric Estimation of Local Indices The concept of dependence permeates the Earth and its inhabitants in a most profound manner. Examples of interdependent meteorological phenomena in nature and interdependence in the medical, social, and political aspects of our existence, not to mention the economic structures, are too numerous to be cited individually. Moreover, the dependence is obviously not deterministic but of a stochastic nature. However, it seems that none of the departments of statistics, engineering, economics and mathematics in the academic institutions throughout the world offer courses dealing with <i>dependence cCorrelation (Statistics)Dependence (Statistics)Correlation (Statistics)Dependence (Statistics)519.2Mari Dominique Drouet451215Kotz Samuel12052MiAaPQMiAaPQMiAaPQBOOK9910782123203321Correlation and dependence671852UNINA