LEADER 05271nam 2200661Ia 450 001 9910809895503321 005 20200520144314.0 010 $a1-281-86948-1 010 $a9786611869489 010 $a1-86094-975-4 035 $a(CKB)1000000000537748 035 $a(EBL)1681540 035 $a(OCoLC)815742429 035 $a(SSID)ssj0000130993 035 $a(PQKBManifestationID)11129153 035 $a(PQKBTitleCode)TC0000130993 035 $a(PQKBWorkID)10099460 035 $a(PQKB)10499215 035 $a(MiAaPQ)EBC1681540 035 $a(WSP)0000P226 035 $a(Au-PeEL)EBL1681540 035 $a(CaPaEBR)ebr10255841 035 $a(CaONFJC)MIL186948 035 $a(PPN)168209063 035 $a(EXLCZ)991000000000537748 100 $a20010125d2001 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aCorrelation and dependence$b[electronic resource] /$fDominique Drouet Mari, Samuel Kotz 210 $aLondon $cImperial College Press ;$aRiver Edge, NJ $cDistributed by World Scientific Pub. Co.$dc2001 215 $a1 online resource (236 p.) 300 $aDescription based upon print version of record. 311 $a1-86094-264-4 320 $aIncludes bibliographical references (p. 203-215) and index. 327 $aContents ; 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 Remarks 327 $a2.5 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 Approaches 327 $a3.6 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 Copulas 327 $a4.8 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 Iterations 327 $a5.5 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 Dependence 327 $a6.4 Non-parametric Estimation of Local Indices 330 $a 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 dependence c 606 $aCorrelation (Statistics) 606 $aDependence (Statistics) 615 0$aCorrelation (Statistics) 615 0$aDependence (Statistics) 676 $a519.2 700 $aMari$b Dominique Drouet$0451215 701 $aKotz$b Samuel$012052 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910809895503321 996 $aCorrelation and dependence$9671852 997 $aUNINA