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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 $108/€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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