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Multivariate Models and Dependence Concepts

  • Construction of multivariate models to cover various types of dependence structures
  • Use of stochastic representations, mixtures, and latent variables to construct parametric models with desirable dependence properties
  • Use of the copula as a summary of the dependence in a multivariate distribution
  • independent of the univariate margins
  • Frechet classes with given marginal distributions
  • Time series models with given univariate margins
  • Emphasis on properties of multivariate models to decide their applicability
  • Estimation method consisting of parameter estimates from likelihoods of marginal distributions of a multivariate model
  • together with the jackknife methods for standard error estimates
  • Comparison of models in data analysis examples, including multivariate and longitudinal response data

Series: Chapman & Hall/CRC Monographs on Statistics & Applied Probability Volume: 73

By: Harry Joe(Author)

424 pages, illustrations, tables

Chapman & Hall (CRC Press)

Hardback | May 1997 | #74328 | ISBN: 0412073315
Availability: Usually dispatched within 6 days Details
NHBS Price: £88.99 $120/€101 approx

About this book

Multivariate Models and Dependence Concepts 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.

"Both mathematical and applied researchers in multivariate dependence concepts would benefit from reading this rigorous book, which is designed as graduate level textbook [...] Some notable features of the book include the construction of non-normal multivariate distributions, copulas Fréchet classes, unsolved problems, and exhaustive reference list, and a three-page description of notation and abbreviations [...] The book is a good collection of ideas and formulas [...] certainly valuable for researchers in dependency concepts since it deals with several unsolved problems."
- Ramalingam Shanmugam in Journal of Mathematical Psychology, Vol. 46 (2002)


- Introduction
- Aspects of Interpretation
- Technical Considerations
- Statistical Analysis
- Special Methods for Joint Responses
- Some Examples
- Strategical Aspects
- More Specialized Topics
- Appendices

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