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Correlation and dependence [[electronic resource] /] / Dominique Drouet Mari, Samuel Kotz
| Correlation and dependence [[electronic resource] /] / Dominique Drouet Mari, Samuel Kotz |
| Autore | Mari Dominique Drouet |
| Pubbl/distr/stampa | London, : Imperial College Press |
| Descrizione fisica | 1 online resource (236 p.) |
| Disciplina | 519.2 |
| Altri autori (Persone) | KotzSamuel |
| Soggetto topico |
Correlation (Statistics)
Dependence (Statistics) |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-281-86948-1
9786611869489 1-86094-975-4 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
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 Remarks
2.5 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 3.6 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 4.8 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 5.5 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 6.4 Non-parametric Estimation of Local Indices |
| Record Nr. | UNINA-9910454335103321 |
Mari Dominique Drouet
|
||
| London, : Imperial College Press | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Correlation and dependence [[electronic resource] /] / Dominique Drouet Mari, Samuel Kotz
| Correlation and dependence [[electronic resource] /] / Dominique Drouet Mari, Samuel Kotz |
| Autore | Mari Dominique Drouet |
| Pubbl/distr/stampa | London, : Imperial College Press |
| Descrizione fisica | 1 online resource (236 p.) |
| Disciplina | 519.2 |
| Altri autori (Persone) | KotzSamuel |
| Soggetto topico |
Correlation (Statistics)
Dependence (Statistics) |
| ISBN |
1-281-86948-1
9786611869489 1-86094-975-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
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 Remarks
2.5 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 3.6 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 4.8 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 5.5 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 6.4 Non-parametric Estimation of Local Indices |
| Record Nr. | UNINA-9910782123203321 |
|
Mari Dominique Drouet
|
||
| London, : Imperial College Press | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Correlation and dependence / / Dominique Drouet Mari, Samuel Kotz
| Correlation and dependence / / Dominique Drouet Mari, Samuel Kotz |
| Autore | Mari Dominique Drouet |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | London, : Imperial College Press |
| Descrizione fisica | 1 online resource (236 p.) |
| Disciplina | 519.2 |
| Altri autori (Persone) | KotzSamuel |
| Soggetto topico |
Correlation (Statistics)
Dependence (Statistics) |
| ISBN |
1-281-86948-1
9786611869489 1-86094-975-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
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 Remarks
2.5 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 3.6 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 4.8 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 5.5 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 6.4 Non-parametric Estimation of Local Indices |
| Record Nr. | UNINA-9910809895503321 |
|
Mari Dominique Drouet
|
||
| London, : Imperial College Press | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||