Multivariate Models and Multivariate Dependence Concepts

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CRC Press, May 1, 1997 - Mathematics - 424 pages
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This book on multivariate models, statistical inference, and data analysis contains deep coverage of multivariate non-normal distributions for modeling of binary, count, ordinal, and extreme value response data. It is virtually self-contained, and includes many exercises and unsolved problems.
 

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Perfect book!!!

Contents

Basic concepts of dependence
19
Frechet classes
57
Construction of multivariate distributions
83
Parametric families of copulas
139
Multivariate extreme value distributions
169
Multivariate discrete distributions
209
Multivariate models with serial dependence
243
Models from given conditional distributions
283
Statistical inference and computation
297
Data analysis and comparison of models
323
Appendix
373
References
383
Index
395
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